+112.8%
GLDM vs CRS
+864.2%
-751.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.3% |
| 7D | -2.0% | +4.4% | -6.3% | -2.2% |
| 30D | -4.4% | -19.1% | +14.7% | -3.5% |
| 3M | -8.8% | -43.2% | +34.4% | -6.5% |
| 6M | -15.9% | -28.9% | +13.0% | -14.7% |
| YTD | -7.7% | -3.0% | -4.7% | -7.4% |
| 1Y | -3.6% | -5.3% | +1.7% | -3.3% |
| 3Y | +105.2% | +363.5% | -258.3% | +92.4% |
| 5Y | +112.8% | +858.2% | -745.4% | +89.7% |
| All | +112.8% | +864.2% | -751.4% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling