-7.2%
GLD vs CFG
+28.3%
-35.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | 0.0% |
| 7D | -4.6% | +3.2% | -7.8% | -5.2% |
| 30D | -5.5% | +5.1% | -10.6% | -6.4% |
| 3M | -10.9% | -11.2% | +0.3% | -9.2% |
| 6M | -17.4% | +9.6% | -27.0% | -20.1% |
| YTD | -10.3% | +15.0% | -25.3% | -14.4% |
| 1Y | -7.2% | +29.9% | -37.0% | -12.5% |
| All | -7.2% | +28.3% | -35.5% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling