+746.1%
GLD vs CLF
+29.5%
+716.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -12.2% | +13.0% | +1.3% |
| 7D | +1.9% | -21.0% | +22.8% | +2.8% |
| 30D | -1.8% | -8.0% | +6.2% | -1.6% |
| 3M | -3.6% | -10.9% | +7.3% | -3.4% |
| 6M | -10.2% | +5.8% | -16.0% | -10.8% |
| YTD | -5.3% | -15.1% | +9.9% | -5.3% |
| 1Y | +2.5% | +7.2% | -4.8% | +1.4% |
| 3Y | +103.2% | -34.2% | +137.4% | +102.2% |
| 5Y | +121.1% | -49.6% | +170.7% | +119.8% |
| 10Y | +201.9% | +109.9% | +92.0% | +170.6% |
| All | +746.1% | +29.5% | +716.6% | +484.3% |
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