+205.6%
GLD vs CB
+246.5%
-40.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.8% |
| 7D | -5.5% | 0.0% | -5.5% | -5.5% |
| 30D | -7.0% | +7.4% | -14.4% | -7.0% |
| 3M | -12.4% | +8.6% | -21.0% | -12.3% |
| 6M | -18.0% | +16.1% | -34.2% | -18.0% |
| YTD | -10.5% | +20.2% | -30.6% | -10.4% |
| 1Y | -8.1% | +27.2% | -35.3% | -8.1% |
| 3Y | +97.7% | +72.7% | +25.0% | +97.5% |
| 5Y | +103.4% | +105.9% | -2.5% | +103.0% |
| All | +205.6% | +246.5% | -40.9% | +208.9% |
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