+14.6%
GLD vs CAI
-14.7%
+29.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.4% |
| 7D | -4.6% | -8.7% | +4.1% | -4.1% |
| 30D | -5.5% | -23.8% | +18.4% | -4.2% |
| 3M | -10.9% | +3.9% | -14.8% | -11.7% |
| 6M | -17.4% | +56.8% | -74.3% | -20.0% |
| YTD | -10.3% | -14.6% | +4.3% | -11.4% |
| 1Y | -7.2% | -5.2% | -2.0% | -8.4% |
| All | +14.6% | -14.7% | +29.2% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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