+104.6%
GLD vs CF
+65.2%
+39.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -2.7% |
| 7D | +2.8% | +4.8% | -1.9% | +2.7% |
| 30D | -4.0% | +9.7% | -13.7% | -4.2% |
| 3M | -8.2% | +1.2% | -9.5% | -8.2% |
| 6M | -14.8% | +7.4% | -22.2% | -15.1% |
| YTD | -6.8% | +60.5% | -67.3% | -11.3% |
| 1Y | -2.4% | +50.7% | -53.1% | -6.6% |
| All | +104.6% | +65.2% | +39.4% | +88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling