+208.4%
GLD vs CFG
+230.2%
-21.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.7% |
| 7D | +2.8% | +0.7% | +2.1% | +2.8% |
| 30D | -4.0% | +2.8% | -6.7% | -3.9% |
| 3M | -8.2% | -10.1% | +1.8% | -8.5% |
| 6M | -14.8% | +3.2% | -18.0% | -14.8% |
| YTD | -6.8% | +14.2% | -21.0% | -6.4% |
| 1Y | -2.4% | +27.4% | -29.8% | -1.7% |
| 3Y | +105.8% | +187.6% | -81.8% | +113.4% |
| 5Y | +113.3% | +65.7% | +47.6% | +117.8% |
| 10Y | +208.4% | +219.7% | -11.2% | +244.7% |
| All | +208.4% | +230.2% | -21.7% | +244.7% |
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