+2.8%
GLD vs CME
+19.8%
-17.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.7% |
| 7D | -0.3% | +4.8% | -5.1% | 0.0% |
| 30D | -1.9% | +14.2% | -16.0% | -1.4% |
| 3M | -0.4% | +17.9% | -18.4% | -0.1% |
| 6M | -10.2% | +7.2% | -17.4% | -9.6% |
| YTD | -6.0% | +16.7% | -22.7% | -8.2% |
| 1Y | +2.8% | +19.6% | -16.8% | -0.2% |
| All | +2.8% | +19.8% | -17.0% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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