+216.0%
GLD vs CLF
+128.0%
+88.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.9% |
| 7D | -0.5% | +7.6% | -8.1% | -0.7% |
| 30D | +4.4% | -1.2% | +5.6% | +4.4% |
| 3M | -1.1% | -13.4% | +12.3% | -0.8% |
| 6M | -13.8% | +15.4% | -29.2% | -14.3% |
| YTD | +2.6% | -5.9% | +8.5% | +2.4% |
| 1Y | +24.5% | +18.8% | +5.7% | +23.6% |
| 3Y | +125.8% | -19.4% | +145.3% | +124.4% |
| 5Y | +137.8% | -47.7% | +185.5% | +136.2% |
| All | +216.0% | +128.0% | +88.0% | +206.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling