+20.1%
GLD vs CAI
-6.6%
+26.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.6% |
| 7D | +4.7% | -26.5% | +31.2% | +6.4% |
| 30D | -0.9% | -6.9% | +6.0% | -0.8% |
| 3M | -4.4% | +26.1% | -30.6% | -6.3% |
| 6M | -13.6% | +31.9% | -45.4% | -15.9% |
| YTD | -6.0% | -6.5% | +0.5% | -7.7% |
| 1Y | +1.8% | +2.5% | -0.8% | -0.1% |
| All | +20.1% | -6.6% | +26.6% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling