+755.2%
GLD vs CLF
+40.8%
+714.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.0% | -5.1% | +1.6% |
| 7D | +4.9% | -14.1% | +19.0% | +5.5% |
| 30D | -1.3% | -5.5% | +4.2% | -1.2% |
| 3M | -4.8% | 0.0% | -4.8% | -5.0% |
| 6M | -12.5% | +11.3% | -23.8% | -13.3% |
| YTD | -4.2% | -7.7% | +3.4% | -4.6% |
| 1Y | +3.0% | +17.5% | -14.5% | +1.6% |
| 3Y | +109.1% | -25.4% | +134.5% | +107.0% |
| 5Y | +121.6% | -46.0% | +167.5% | +119.6% |
| 10Y | +212.2% | +80.1% | +132.1% | +182.4% |
| All | +755.2% | +40.8% | +714.3% | +488.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling