+212.2%
GLD vs CAG
-38.3%
+250.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.9% |
| 7D | +4.9% | +4.6% | +0.4% | +4.8% |
| 30D | -1.3% | +14.7% | -16.0% | -1.6% |
| 3M | -4.8% | +2.4% | -7.1% | -4.8% |
| 6M | -12.5% | +10.7% | -23.2% | -12.7% |
| YTD | -4.2% | -5.5% | +1.3% | -4.1% |
| 1Y | +3.0% | -4.6% | +7.6% | +3.2% |
| 3Y | +109.1% | -34.4% | +143.6% | +110.6% |
| 5Y | +121.6% | -39.2% | +160.7% | +123.2% |
| 10Y | +212.2% | -39.0% | +251.2% | +217.0% |
| All | +212.2% | -38.3% | +250.5% | +217.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling