+205.0%
GLD vs CFG
+242.7%
-37.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | +4.7% | -0.9% | +5.6% | +4.7% |
| 30D | -0.9% | +1.1% | -2.0% | -0.9% |
| 3M | -4.4% | -12.0% | +7.6% | -4.7% |
| 6M | -13.6% | -2.2% | -11.3% | -13.6% |
| YTD | -6.0% | +11.4% | -17.4% | -5.7% |
| 1Y | +1.8% | +27.8% | -26.1% | +2.6% |
| 3Y | +103.2% | +173.3% | -70.1% | +110.5% |
| 5Y | +119.3% | +62.4% | +56.9% | +123.9% |
| All | +205.0% | +242.7% | -37.7% | +241.1% |
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