+134.3%
GLD vs CG
+281.3%
-147.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | +4.7% | -1.2% | +5.9% | +4.7% |
| 30D | -0.9% | +5.0% | -5.9% | -0.9% |
| 3M | -4.4% | -18.2% | +13.8% | -4.2% |
| 6M | -13.6% | -20.7% | +7.2% | -13.4% |
| YTD | -6.0% | -31.4% | +25.4% | -5.8% |
| 1Y | +1.8% | -22.3% | +24.0% | +1.9% |
| 3Y | +103.2% | +50.2% | +53.0% | +103.2% |
| 5Y | +119.3% | -22.1% | +141.4% | +118.0% |
| 10Y | +199.5% | +295.5% | -96.1% | +208.7% |
| All | +134.3% | +281.3% | -147.0% | +134.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling