+213.3%
GLD vs CAG
-36.5%
+249.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.7% |
| 7D | +0.7% | -5.3% | +6.0% | +0.9% |
| 30D | +0.3% | +1.0% | -0.7% | +0.3% |
| 3M | +0.6% | +17.4% | -16.8% | +0.3% |
| 6M | -15.6% | -16.8% | +1.2% | -15.3% |
| YTD | +0.9% | -6.8% | +7.6% | +1.0% |
| 1Y | +19.4% | -15.4% | +34.8% | +19.8% |
| 3Y | +124.5% | -37.1% | +161.5% | +126.1% |
| 5Y | +138.9% | -41.3% | +180.2% | +140.8% |
| 10Y | +213.3% | -35.5% | +248.7% | +217.5% |
| All | +213.3% | -36.5% | +249.8% | +217.5% |
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