+104.1%
GLD vs CIFR
-22.5%
+126.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.2% | +0.2% |
| 7D | -4.6% | +4.8% | -9.4% | -4.7% |
| 30D | -5.5% | -31.0% | +25.5% | -4.9% |
| 3M | -10.9% | -58.7% | +47.8% | -9.6% |
| 6M | -17.4% | -67.7% | +50.3% | -16.1% |
| YTD | -10.3% | -53.5% | +43.2% | -9.6% |
| 1Y | -7.2% | -54.1% | +46.9% | -6.4% |
| 3Y | +96.9% | +138.2% | -41.3% | +94.2% |
| All | +104.1% | -22.5% | +126.6% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling