+816.6%
GLD vs C
-51.2%
+867.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -0.5% | +3.6% | -4.1% | -0.5% |
| 30D | +4.4% | +0.1% | +4.3% | +4.4% |
| 3M | -1.1% | +2.4% | -3.5% | -1.1% |
| 6M | -13.8% | +24.9% | -38.7% | -13.6% |
| YTD | +2.6% | +19.8% | -17.2% | +2.9% |
| 1Y | +24.5% | +44.9% | -20.4% | +25.1% |
| 3Y | +125.8% | +263.0% | -137.1% | +129.6% |
| 5Y | +137.8% | +129.5% | +8.3% | +140.4% |
| 10Y | +221.4% | +291.6% | -70.2% | +228.4% |
| All | +816.6% | -51.2% | +867.8% | +860.6% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 all: compounded portfolio wealth divided by compounded C 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…
all analysis · Full analysis span regression · 6 months rolling