-3.9%
GLD vs CFG
+28.5%
-32.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | -2.0% | -0.8% | -1.2% | -1.8% |
| 30D | -4.4% | +3.1% | -7.6% | -5.1% |
| 3M | -8.9% | -9.7% | +0.8% | -7.5% |
| 6M | -16.0% | +6.7% | -22.7% | -18.2% |
| YTD | -7.9% | +15.2% | -23.0% | -12.2% |
| 1Y | -3.9% | +28.8% | -32.7% | -10.0% |
| All | -3.9% | +28.5% | -32.4% | -10.0% |
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