+206.1%
GLD vs CI
+146.2%
+59.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.2% |
| 7D | -4.6% | +1.2% | -5.7% | -4.6% |
| 30D | -5.5% | +2.6% | -8.0% | -5.5% |
| 3M | -10.9% | +7.4% | -18.3% | -10.9% |
| 6M | -17.4% | -0.1% | -17.3% | -17.4% |
| YTD | -10.3% | +9.7% | -20.0% | -10.3% |
| 1Y | -7.2% | +12.1% | -19.3% | -7.1% |
| 3Y | +96.9% | +7.0% | +89.9% | +97.0% |
| 5Y | +103.8% | +49.7% | +54.1% | +103.7% |
| All | +206.1% | +146.2% | +59.9% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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