+102.3%
GLD vs CME
+64.8%
+37.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.1% |
| 7D | -2.0% | +2.5% | -4.4% | -1.9% |
| 30D | -4.4% | +13.9% | -18.4% | -4.4% |
| 3M | -8.9% | +22.4% | -31.3% | -9.0% |
| 6M | -16.0% | +12.9% | -28.9% | -15.9% |
| YTD | -7.9% | +19.6% | -27.5% | -8.1% |
| 1Y | -3.9% | +17.7% | -21.5% | -4.1% |
| All | +102.3% | +64.8% | +37.5% | +103.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling