+208.4%
GLD vs CB
+246.9%
-38.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.2% | -2.7% |
| 7D | +2.8% | +0.7% | +2.1% | +2.8% |
| 30D | -4.0% | +8.2% | -12.1% | -3.9% |
| 3M | -8.2% | +6.3% | -14.5% | -8.2% |
| 6M | -14.8% | +16.2% | -31.0% | -14.8% |
| YTD | -6.8% | +19.3% | -26.1% | -6.8% |
| 1Y | -2.4% | +29.2% | -31.6% | -2.4% |
| 3Y | +105.8% | +71.4% | +34.3% | +105.5% |
| 5Y | +113.3% | +104.2% | +9.1% | +112.8% |
| 10Y | +208.4% | +246.7% | -38.2% | +212.1% |
| All | +208.4% | +246.9% | -38.5% | +212.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling