+816.6%
GLD vs CAG
+59.0%
+757.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -0.5% | -3.8% | +3.3% | -0.5% |
| 30D | +4.4% | +3.1% | +1.3% | +4.4% |
| 3M | -1.1% | +23.5% | -24.6% | -1.3% |
| 6M | -13.8% | -14.8% | +1.1% | -13.7% |
| YTD | +2.6% | -5.4% | +8.1% | +2.7% |
| 1Y | +24.5% | -11.8% | +36.3% | +24.7% |
| 3Y | +125.8% | -36.7% | +162.5% | +126.5% |
| 5Y | +137.8% | -40.3% | +178.1% | +138.6% |
| 10Y | +221.4% | -37.0% | +258.4% | +223.0% |
| All | +816.6% | +59.0% | +757.5% | +790.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling