+142.5%
GLD vs CF
+227.0%
-84.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.7% |
| 7D | -0.5% | +6.0% | -6.5% | -0.7% |
| 30D | +4.4% | +14.8% | -10.4% | +3.9% |
| 3M | -1.1% | +14.1% | -15.1% | -1.6% |
| 6M | -13.8% | +28.5% | -42.3% | -15.2% |
| YTD | +2.6% | +74.9% | -72.3% | -0.8% |
| 1Y | +24.5% | +61.7% | -37.2% | +20.7% |
| 3Y | +125.8% | +80.3% | +45.5% | +116.5% |
| All | +142.5% | +227.0% | -84.4% | +138.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling