+0.3%
GLD vs CME
+15.2%
-14.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | +4.9% | -0.6% | +5.5% | +4.9% |
| 30D | -1.3% | +8.5% | -9.9% | -1.0% |
| 3M | -4.8% | +16.0% | -20.8% | -4.4% |
| 6M | -12.5% | +9.3% | -21.9% | -12.2% |
| YTD | -4.2% | +15.3% | -19.5% | -6.7% |
| All | +0.3% | +15.2% | -14.9% | -2.4% |
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