+206.1%
GLD vs CF
+479.1%
-272.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.2% |
| 7D | -4.6% | +4.8% | -9.4% | -4.6% |
| 30D | -5.5% | +4.7% | -10.2% | -5.5% |
| 3M | -10.9% | +7.4% | -18.3% | -11.0% |
| 6M | -17.4% | +0.6% | -18.0% | -17.5% |
| YTD | -10.3% | +64.1% | -74.4% | -11.6% |
| 1Y | -7.2% | +51.4% | -58.6% | -8.3% |
| 3Y | +96.9% | +67.8% | +29.1% | +93.7% |
| 5Y | +103.8% | +114.1% | -10.4% | +100.7% |
| All | +206.1% | +479.1% | -272.9% | +208.2% |
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