+470.3%
GLD vs CAPR
-99.1%
+569.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +0.8% |
| 7D | +1.9% | +29.7% | -27.8% | +1.8% |
| 30D | -1.8% | +11.0% | -12.7% | -1.8% |
| 3M | -3.6% | +118.8% | -122.5% | -3.8% |
| 6M | -10.2% | -73.9% | +63.7% | -10.1% |
| YTD | -5.3% | -70.2% | +64.9% | -5.2% |
| 1Y | +2.5% | +38.3% | -35.8% | +1.9% |
| 3Y | +103.2% | +199.7% | -96.5% | +100.9% |
| 5Y | +121.1% | +130.6% | -9.5% | +118.4% |
| 10Y | +201.9% | -68.5% | +270.4% | +196.0% |
| All | +470.3% | -99.1% | +569.4% | +446.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling