+142.5%
GLD vs CAG
-40.1%
+182.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -0.5% | -3.8% | +3.3% | -0.4% |
| 30D | +4.4% | +3.1% | +1.3% | +4.3% |
| 3M | -1.1% | +23.5% | -24.6% | -1.5% |
| 6M | -13.8% | -14.8% | +1.1% | -13.5% |
| YTD | +2.6% | -5.4% | +8.1% | +3.0% |
| 1Y | +24.5% | -11.8% | +36.3% | +24.9% |
| 3Y | +125.8% | -36.7% | +162.5% | +126.4% |
| All | +142.5% | -40.1% | +182.6% | +146.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling