+205.0%
GLD vs CME
+331.0%
-126.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | +4.7% | +0.9% | +3.8% | +4.7% |
| 30D | -0.9% | +13.2% | -14.1% | -1.0% |
| 3M | -4.4% | +16.3% | -20.7% | -4.6% |
| 6M | -13.6% | +7.1% | -20.7% | -13.6% |
| YTD | -6.0% | +15.8% | -21.8% | -6.3% |
| 1Y | +1.8% | +17.1% | -15.3% | +1.5% |
| 3Y | +103.2% | +63.2% | +40.0% | +101.7% |
| 5Y | +119.3% | +70.2% | +49.1% | +117.1% |
| All | +205.0% | +331.0% | -126.0% | +226.9% |
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