+206.1%
GLD vs CAPR
-65.7%
+271.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | +0.2% |
| 7D | -4.6% | +5.9% | -10.5% | -4.6% |
| 30D | -5.5% | +44.6% | -50.1% | -5.5% |
| 3M | -10.9% | +126.4% | -137.3% | -11.0% |
| 6M | -17.4% | -68.6% | +51.1% | -17.4% |
| YTD | -10.3% | -67.0% | +56.7% | -10.3% |
| 1Y | -7.2% | +65.2% | -72.3% | -7.3% |
| 3Y | +96.9% | +235.6% | -138.6% | +95.3% |
| 5Y | +103.8% | +175.4% | -71.7% | +101.9% |
| All | +206.1% | -65.7% | +271.9% | +198.5% |
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