+816.6%
GLD vs CI
+1,263.2%
-446.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | -0.5% | +1.3% | -1.8% | -0.5% |
| 30D | +4.4% | +4.4% | 0.0% | +4.4% |
| 3M | -1.1% | +0.7% | -1.7% | -1.1% |
| 6M | -13.8% | +0.3% | -14.1% | -13.8% |
| YTD | +2.6% | +3.8% | -1.2% | +2.6% |
| 1Y | +24.5% | -5.5% | +30.0% | +24.5% |
| 3Y | +125.8% | +8.1% | +117.7% | +125.7% |
| 5Y | +137.8% | +42.8% | +95.0% | +137.4% |
| 10Y | +221.4% | +143.9% | +77.5% | +219.7% |
| All | +816.6% | +1,263.2% | -446.6% | +772.6% |
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