+208.4%
GLD vs CME
+301.9%
-93.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -2.7% |
| 7D | +2.8% | +1.7% | +1.2% | +2.8% |
| 30D | -4.0% | +10.2% | -14.1% | -4.1% |
| 3M | -8.2% | +17.8% | -26.0% | -8.5% |
| 6M | -14.8% | +11.0% | -25.8% | -15.0% |
| YTD | -6.8% | +17.0% | -23.8% | -7.1% |
| 1Y | -2.4% | +15.8% | -18.2% | -2.7% |
| 3Y | +105.8% | +61.8% | +44.0% | +104.1% |
| 5Y | +113.3% | +72.5% | +40.8% | +110.8% |
| 10Y | +208.4% | +288.0% | -79.6% | +229.1% |
| All | +208.4% | +301.9% | -93.5% | +229.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling