+104.1%
GLD vs CFG
+61.7%
+42.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.5% | +0.2% |
| 7D | -4.6% | +3.2% | -7.8% | -4.6% |
| 30D | -5.5% | +5.1% | -10.6% | -5.5% |
| 3M | -10.9% | -11.2% | +0.3% | -10.9% |
| 6M | -17.4% | +9.6% | -27.0% | -17.4% |
| YTD | -10.3% | +15.0% | -25.3% | -10.2% |
| 1Y | -7.2% | +29.9% | -37.0% | -6.8% |
| 3Y | +96.9% | +192.1% | -95.2% | +100.8% |
| All | +104.1% | +61.7% | +42.4% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling