+212.2%
GLD vs CG
+320.1%
-107.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.6% | -4.7% | +1.7% |
| 7D | +4.9% | +3.0% | +1.9% | +4.9% |
| 30D | -1.3% | +10.1% | -11.4% | -1.5% |
| 3M | -4.8% | -10.8% | +6.1% | -4.6% |
| 6M | -12.5% | -15.2% | +2.7% | -12.3% |
| YTD | -4.2% | -26.9% | +22.7% | -3.9% |
| 1Y | +3.0% | -17.0% | +20.1% | +3.2% |
| 3Y | +109.1% | +54.6% | +54.5% | +107.6% |
| 5Y | +121.6% | -16.7% | +138.3% | +119.4% |
| 10Y | +212.2% | +320.1% | -107.9% | +223.6% |
| All | +212.2% | +320.1% | -107.9% | +223.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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