+2.8%
GLD vs CIFR
-69.0%
+71.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -20.0% | +23.6% | +5.0% |
| 7D | -0.3% | -26.7% | +26.4% | +1.6% |
| 30D | -1.9% | -58.0% | +56.2% | +4.0% |
| 3M | -0.4% | -68.1% | +67.7% | +7.1% |
| 6M | -10.2% | -63.7% | +53.5% | -6.2% |
| YTD | -6.0% | -56.0% | +50.0% | -3.8% |
| 1Y | +2.8% | -71.1% | +73.9% | +6.6% |
| All | +2.8% | -69.0% | +71.9% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 CIFR 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