+2.8%
GLD vs CB
+34.9%
-32.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.1% | +1.6% | +4.1% |
| 7D | -0.3% | +5.3% | -5.5% | +0.9% |
| 30D | -1.9% | +13.2% | -15.1% | +1.0% |
| 3M | -0.4% | +7.8% | -8.2% | +1.1% |
| 6M | -10.2% | +15.8% | -26.0% | -6.4% |
| YTD | -6.0% | +21.0% | -27.0% | -1.1% |
| 1Y | +2.8% | +32.2% | -29.4% | +8.3% |
| All | +2.8% | +34.9% | -32.1% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling