+816.6%
GLD vs CB
+1,268.2%
-451.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.8% |
| 7D | -0.5% | +0.5% | -1.0% | -0.5% |
| 30D | +4.4% | -3.1% | +7.5% | +4.4% |
| 3M | -1.1% | +9.0% | -10.0% | -1.1% |
| 6M | -13.8% | +2.9% | -16.6% | -13.8% |
| YTD | +2.6% | +10.1% | -7.5% | +2.6% |
| 1Y | +24.5% | +22.8% | +1.7% | +24.5% |
| 3Y | +125.8% | +73.8% | +52.0% | +125.7% |
| 5Y | +137.8% | +99.2% | +38.6% | +137.6% |
| 10Y | +221.4% | +218.2% | +3.2% | +220.4% |
| All | +816.6% | +1,268.2% | -451.7% | +789.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling