-2.4%
GLD vs CI
+18.7%
-21.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.2% | -2.7% |
| 7D | +2.8% | +2.6% | +0.2% | +2.8% |
| 30D | -4.0% | +7.3% | -11.3% | -4.1% |
| 3M | -8.2% | +9.5% | -17.7% | -8.4% |
| 6M | -14.8% | +6.4% | -21.3% | -15.0% |
| YTD | -6.8% | +12.0% | -18.8% | -6.6% |
| 1Y | -2.4% | +20.1% | -22.5% | -2.2% |
| All | -2.4% | +18.7% | -21.1% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling