+109.1%
GLD vs CAPR
+242.0%
-132.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.4% | -7.6% | +1.9% |
| 7D | +4.9% | +36.0% | -31.1% | +5.0% |
| 30D | -1.3% | +25.8% | -27.1% | -1.3% |
| 3M | -4.8% | +140.8% | -145.6% | -4.6% |
| 6M | -12.5% | -67.6% | +55.1% | -12.5% |
| YTD | -4.2% | -65.9% | +61.6% | -4.3% |
| 1Y | +3.0% | +66.1% | -63.1% | +3.9% |
| 3Y | +109.1% | +256.9% | -147.8% | +118.0% |
| All | +109.1% | +242.0% | -132.9% | +118.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling