+96.6%
GLD vs CG
+44.9%
+51.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -2.6% |
| 7D | -5.5% | -1.5% | -4.0% | -5.4% |
| 30D | -7.0% | +5.7% | -12.7% | -7.3% |
| 3M | -12.4% | -17.9% | +5.5% | -11.5% |
| 6M | -18.0% | -20.2% | +2.2% | -17.3% |
| YTD | -10.5% | -32.0% | +21.6% | -9.4% |
| 1Y | -8.1% | -27.0% | +19.0% | -7.2% |
| All | +96.6% | +44.9% | +51.7% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling