+205.0%
GLD vs CAPR
-68.5%
+273.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.4% | -0.8% |
| 7D | +4.7% | +41.1% | -36.4% | +4.7% |
| 30D | -0.9% | +11.1% | -12.0% | -0.9% |
| 3M | -4.4% | +115.3% | -119.7% | -4.5% |
| 6M | -13.6% | -73.8% | +60.3% | -13.5% |
| YTD | -6.0% | -68.8% | +62.8% | -6.0% |
| 1Y | +1.8% | +43.3% | -41.6% | +1.6% |
| 3Y | +103.2% | +214.7% | -111.5% | +101.6% |
| 5Y | +119.3% | +141.3% | -22.0% | +117.5% |
| All | +205.0% | -68.5% | +273.5% | +197.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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