+211.8%
GLD vs CHRW
+131.8%
+80.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.2% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -4.4% | -4.3% | -0.2% | -4.4% |
| 3M | -8.9% | -7.4% | -1.5% | -8.9% |
| 6M | -16.0% | -20.7% | +4.7% | -15.8% |
| YTD | -7.9% | -15.9% | +8.0% | -7.6% |
| 1Y | -3.9% | -9.9% | +6.0% | -3.6% |
| 3Y | +103.4% | +79.0% | +24.5% | +104.5% |
| 5Y | +109.7% | +61.3% | +48.4% | +111.2% |
| 10Y | +211.8% | +128.5% | +83.3% | +223.8% |
| All | +211.8% | +131.8% | +80.1% | +223.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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