+205.0%
GLD vs CL
+74.1%
+130.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | +4.7% | +1.3% | +3.4% | +4.6% |
| 30D | -0.9% | +11.4% | -12.2% | -1.5% |
| 3M | -4.4% | +4.4% | -8.8% | -4.6% |
| 6M | -13.6% | +10.8% | -24.3% | -14.1% |
| YTD | -6.0% | +25.1% | -31.1% | -7.4% |
| 1Y | +1.8% | +28.0% | -26.2% | +0.1% |
| 3Y | +103.2% | +37.6% | +65.6% | +98.1% |
| 5Y | +119.3% | +39.7% | +79.6% | +113.2% |
| All | +205.0% | +74.1% | +130.9% | +193.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling