+215.4%
GLD vs CAG
-34.0%
+249.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.7% |
| 7D | +2.8% | +6.6% | -3.8% | +2.7% |
| 30D | -4.0% | +13.9% | -17.9% | -4.2% |
| 3M | -8.2% | +4.0% | -12.3% | -8.3% |
| 6M | -14.8% | +10.0% | -24.8% | -15.0% |
| YTD | -6.8% | -6.1% | -0.7% | -6.7% |
| 1Y | -2.4% | -4.3% | +1.9% | -2.3% |
| 3Y | +105.8% | -34.6% | +140.3% | +107.1% |
| 5Y | +113.3% | -39.4% | +152.8% | +114.9% |
| All | +215.4% | -34.0% | +249.4% | +216.6% |
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