+738.0%
GLD vs CF
+4,965.4%
-4,227.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.4% | +8.1% | +3.9% |
| 7D | -0.3% | -6.9% | +6.6% | +0.1% |
| 30D | -1.9% | -3.7% | +1.9% | -1.7% |
| 3M | -0.4% | -5.0% | +4.5% | -0.3% |
| 6M | -10.2% | -10.5% | +0.3% | -9.9% |
| YTD | -6.0% | +46.5% | -52.5% | -8.7% |
| 1Y | +2.8% | +34.8% | -32.0% | +0.3% |
| 3Y | +101.6% | +46.7% | +54.9% | +94.7% |
| 5Y | +122.2% | +112.0% | +10.2% | +107.9% |
| 10Y | +199.5% | +529.7% | -330.2% | +152.0% |
| All | +738.0% | +4,965.4% | -4,227.4% | +414.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling