+2.8%
GLD vs CLF
+12.5%
-9.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -9.2% | +12.9% | +4.6% |
| 7D | -0.3% | -7.9% | +7.6% | +0.5% |
| 30D | -1.9% | +5.2% | -7.1% | -2.9% |
| 3M | -0.4% | +4.3% | -4.8% | -1.6% |
| 6M | -10.2% | +25.3% | -35.4% | -13.4% |
| YTD | -6.0% | -3.3% | -2.7% | -7.9% |
| 1Y | +2.8% | +20.2% | -17.4% | -1.2% |
| All | +2.8% | +12.5% | -9.7% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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