+208.4%
GLD vs CAPR
-68.2%
+276.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.9% | +7.3% | -2.7% |
| 7D | +2.8% | +7.6% | -4.8% | +2.8% |
| 30D | -4.0% | +13.3% | -17.2% | -4.0% |
| 3M | -8.2% | +130.4% | -138.6% | -8.3% |
| 6M | -14.8% | -70.8% | +56.0% | -14.8% |
| YTD | -6.8% | -69.3% | +62.5% | -6.8% |
| 1Y | -2.4% | +59.5% | -61.9% | -2.5% |
| 3Y | +105.8% | +216.8% | -111.0% | +104.1% |
| 5Y | +113.3% | +152.7% | -39.4% | +111.4% |
| 10Y | +208.4% | -68.2% | +276.7% | +200.8% |
| All | +208.4% | -68.2% | +276.7% | +200.8% |
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