+739.4%
GLD vs CI
+1,324.5%
-585.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.8% |
| 7D | +4.7% | -1.6% | +6.3% | +4.7% |
| 30D | -0.9% | +5.4% | -6.3% | -0.9% |
| 3M | -4.4% | +7.3% | -11.7% | -4.4% |
| 6M | -13.6% | +5.3% | -18.9% | -13.6% |
| YTD | -6.0% | +8.5% | -14.5% | -6.0% |
| 1Y | +1.8% | +17.1% | -15.3% | +1.7% |
| 3Y | +103.2% | +1.4% | +101.8% | +103.1% |
| 5Y | +119.3% | +50.5% | +68.9% | +118.9% |
| 10Y | +199.5% | +168.5% | +30.9% | +197.8% |
| All | +739.4% | +1,324.5% | -585.1% | +699.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling