-7.2%
GLD vs CLF
+15.2%
-22.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.5% |
| 7D | -4.6% | +10.4% | -15.0% | -5.6% |
| 30D | -5.5% | +0.6% | -6.0% | -6.1% |
| 3M | -10.9% | +4.1% | -15.0% | -12.1% |
| 6M | -17.4% | +15.1% | -32.5% | -19.6% |
| YTD | -10.3% | -4.7% | -5.6% | -12.4% |
| 1Y | -7.2% | +20.4% | -27.5% | -10.6% |
| All | -7.2% | +15.2% | -22.4% | -10.6% |
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