+212.2%
GLD vs CFG
+248.3%
-36.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.1% | +1.9% |
| 7D | +4.9% | +0.3% | +4.7% | +4.9% |
| 30D | -1.3% | +3.2% | -4.5% | -1.2% |
| 3M | -4.8% | -9.7% | +4.9% | -5.0% |
| 6M | -12.5% | +3.6% | -16.1% | -12.4% |
| YTD | -4.2% | +14.7% | -18.9% | -3.8% |
| 1Y | +3.0% | +29.6% | -26.5% | +3.9% |
| 3Y | +109.1% | +190.6% | -81.4% | +117.1% |
| 5Y | +121.6% | +67.1% | +54.5% | +126.4% |
| 10Y | +212.2% | +237.0% | -24.8% | +255.7% |
| All | +212.2% | +248.3% | -36.0% | +255.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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