+211.8%
GLD vs CI
+149.2%
+62.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -1.1% |
| 7D | -2.0% | -1.3% | -0.7% | -2.0% |
| 30D | -4.4% | +6.4% | -10.8% | -4.4% |
| 3M | -8.9% | +10.7% | -19.6% | -8.9% |
| 6M | -16.0% | +5.5% | -21.5% | -16.0% |
| YTD | -7.9% | +11.4% | -19.2% | -7.8% |
| 1Y | -3.9% | +15.0% | -18.9% | -3.8% |
| 3Y | +103.4% | +9.0% | +94.5% | +103.6% |
| 5Y | +109.7% | +52.0% | +57.8% | +109.8% |
| 10Y | +211.8% | +150.9% | +60.9% | +208.3% |
| All | +211.8% | +149.2% | +62.7% | +208.3% |
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