+216.0%
GLD vs CF
+569.3%
-353.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.8% |
| 7D | -0.5% | +6.0% | -6.5% | -0.6% |
| 30D | +4.4% | +14.8% | -10.4% | +4.2% |
| 3M | -1.1% | +14.1% | -15.1% | -1.3% |
| 6M | -13.8% | +28.5% | -42.3% | -14.4% |
| YTD | +2.6% | +74.9% | -72.3% | +1.2% |
| 1Y | +24.5% | +61.7% | -37.2% | +22.9% |
| 3Y | +125.8% | +80.3% | +45.5% | +122.1% |
| 5Y | +137.8% | +226.0% | -88.2% | +134.5% |
| All | +216.0% | +569.3% | -353.3% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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