+746.1%
GLD vs CI
+1,362.8%
-616.7%
-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% | +2.1% | +0.8% |
| 7D | +1.9% | +1.0% | +0.8% | +1.9% |
| 30D | -1.8% | +9.9% | -11.7% | -1.8% |
| 3M | -3.6% | +12.1% | -15.7% | -3.7% |
| 6M | -10.2% | +10.6% | -20.8% | -10.3% |
| YTD | -5.3% | +11.4% | -16.6% | -5.3% |
| 1Y | +2.5% | +18.8% | -16.3% | +2.4% |
| 3Y | +103.2% | +2.9% | +100.3% | +103.2% |
| 5Y | +121.1% | +54.5% | +66.6% | +120.7% |
| 10Y | +201.9% | +175.7% | +26.1% | +200.2% |
| All | +746.1% | +1,362.8% | -616.7% | +705.4% |
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