+739.4%
GLD vs CLF
+31.7%
+707.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | +4.7% | -19.6% | +24.3% | +5.6% |
| 30D | -0.9% | -5.0% | +4.1% | -0.8% |
| 3M | -4.4% | -6.3% | +1.9% | -4.4% |
| 6M | -13.6% | +2.8% | -16.3% | -14.1% |
| YTD | -6.0% | -13.7% | +7.7% | -6.1% |
| 1Y | +1.8% | +13.6% | -11.8% | +0.5% |
| 3Y | +103.2% | -34.0% | +137.2% | +102.1% |
| 5Y | +119.3% | -48.7% | +168.1% | +117.9% |
| 10Y | +199.5% | +113.4% | +86.0% | +168.3% |
| All | +739.4% | +31.7% | +707.7% | +479.3% |
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