+24.5%
GLD vs CIFR
+122.3%
-97.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -3.0% | -1.0% |
| 7D | -0.5% | +16.9% | -17.5% | -1.6% |
| 30D | +4.4% | -5.2% | +9.6% | +4.4% |
| 3M | -1.1% | -30.6% | +29.5% | +0.1% |
| 6M | -13.8% | +10.6% | -24.4% | -16.3% |
| YTD | +2.6% | +20.2% | -17.6% | -1.1% |
| 1Y | +24.5% | +139.7% | -115.2% | +19.0% |
| All | +24.5% | +122.3% | -97.8% | +19.0% |
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