+816.6%
GLD vs CHRW
+790.7%
+25.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | -0.5% | -1.4% | +0.9% | -0.5% |
| 30D | +4.4% | -3.5% | +7.9% | +4.4% |
| 3M | -1.1% | -19.4% | +18.3% | -1.1% |
| 6M | -13.8% | -21.4% | +7.6% | -13.8% |
| YTD | +2.6% | -7.1% | +9.8% | +2.7% |
| 1Y | +24.5% | +17.8% | +6.7% | +24.8% |
| 3Y | +125.8% | +78.8% | +47.1% | +127.1% |
| 5Y | +137.8% | +83.5% | +54.3% | +139.4% |
| 10Y | +221.4% | +160.2% | +61.1% | +225.4% |
| All | +816.6% | +790.7% | +25.9% | +832.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling