+20.7%
GLD vs CAI
-31.0%
+51.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.2% |
| 7D | +0.1% | -3.1% | +3.2% | +0.4% |
| 30D | +0.2% | +2.7% | -2.5% | -0.1% |
| 3M | +3.2% | +41.7% | -38.5% | 0.0% |
| 6M | -14.6% | +26.5% | -41.1% | -17.1% |
| YTD | +1.8% | -10.9% | +12.7% | +2.3% |
| 1Y | +20.7% | -29.2% | +50.0% | +24.4% |
| All | +20.7% | -31.0% | +51.7% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling