+123.0%
GLD vs CIFR
+86.0%
+37.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.1% | -1.8% |
| 7D | +0.7% | +26.7% | -25.9% | +0.3% |
| 30D | +0.3% | +7.7% | -7.4% | +0.1% |
| 3M | +0.6% | -23.8% | +24.4% | +0.7% |
| 6M | -15.6% | +35.9% | -51.5% | -16.3% |
| YTD | +0.9% | +25.4% | -24.5% | 0.0% |
| 1Y | +19.4% | +139.8% | -120.4% | +17.7% |
| 3Y | +124.5% | +515.0% | -390.5% | +118.7% |
| 5Y | +138.9% | +52.1% | +86.8% | +128.0% |
| All | +123.0% | +86.0% | +37.0% | +109.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling