+746.1%
GLD vs CL
+589.7%
+156.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +1.9% | +5.9% | -4.1% | +1.7% |
| 30D | -1.8% | +13.8% | -15.5% | -2.2% |
| 3M | -3.6% | +6.4% | -10.0% | -3.8% |
| 6M | -10.2% | +15.6% | -25.9% | -10.7% |
| YTD | -5.3% | +27.9% | -33.1% | -6.1% |
| 1Y | +2.5% | +31.4% | -28.9% | +1.5% |
| 3Y | +103.2% | +41.4% | +61.8% | +100.5% |
| 5Y | +121.1% | +42.8% | +78.3% | +117.9% |
| 10Y | +201.9% | +79.7% | +122.2% | +196.2% |
| All | +746.1% | +589.7% | +156.4% | +722.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling