-10.2%
GLD vs CAPR
-74.5%
+64.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +0.8% |
| 7D | +1.9% | +29.7% | -27.8% | +1.7% |
| 30D | -1.8% | +11.0% | -12.7% | -1.9% |
| 3M | -3.6% | +118.8% | -122.5% | -3.8% |
| 6M | -10.2% | -73.9% | +63.7% | -6.6% |
| All | -10.2% | -74.5% | +64.3% | -6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling