+220.8%
GLD vs CFG
+351.2%
-130.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +0.7% |
| 7D | +1.9% | -2.2% | +4.0% | +1.8% |
| 30D | -1.8% | +0.4% | -2.2% | -1.8% |
| 3M | -3.6% | -12.6% | +9.0% | -4.2% |
| 6M | -10.2% | +0.6% | -10.8% | -10.2% |
| YTD | -5.3% | +12.4% | -17.7% | -4.7% |
| 1Y | +2.5% | +27.7% | -25.2% | +3.7% |
| 3Y | +103.2% | +172.4% | -69.2% | +114.9% |
| 5Y | +121.1% | +64.0% | +57.1% | +128.6% |
| 10Y | +201.9% | +252.8% | -51.0% | +248.5% |
| All | +220.8% | +351.2% | -130.4% | +295.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling