+739.4%
GLD vs CAG
+58.4%
+681.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | +4.7% | +5.8% | -1.1% | +4.6% |
| 30D | -0.9% | +16.4% | -17.2% | -1.1% |
| 3M | -4.4% | +3.8% | -8.2% | -4.4% |
| 6M | -13.6% | +10.8% | -24.4% | -13.7% |
| YTD | -6.0% | -5.8% | -0.2% | -5.9% |
| 1Y | +1.8% | -2.4% | +4.1% | +1.8% |
| 3Y | +103.2% | -33.4% | +136.6% | +103.7% |
| 5Y | +119.3% | -39.4% | +158.8% | +120.1% |
| 10Y | +199.5% | -37.5% | +237.0% | +201.0% |
| All | +739.4% | +58.4% | +681.0% | +715.6% |
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