+121.1%
GLD vs CB
+107.2%
+13.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | +1.9% | +2.6% | -0.7% | +2.0% |
| 30D | -1.8% | +11.2% | -13.0% | -1.4% |
| 3M | -3.6% | +5.7% | -9.4% | -3.4% |
| 6M | -10.2% | +15.9% | -26.1% | -9.8% |
| YTD | -5.3% | +20.2% | -25.4% | -4.8% |
| 1Y | +2.5% | +32.4% | -29.9% | +2.9% |
| 3Y | +103.2% | +75.5% | +27.7% | +105.3% |
| 5Y | +121.1% | +105.5% | +15.6% | +124.1% |
| All | +121.1% | +107.2% | +13.9% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling