+104.1%
GLD vs CME
+74.8%
+29.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -4.6% | +3.9% | -8.5% | -4.6% |
| 30D | -5.5% | +11.3% | -16.8% | -5.6% |
| 3M | -10.9% | +19.6% | -30.5% | -11.1% |
| 6M | -17.4% | +8.1% | -25.5% | -17.4% |
| YTD | -10.3% | +20.4% | -30.7% | -10.7% |
| 1Y | -7.2% | +16.5% | -23.7% | -7.5% |
| 3Y | +96.9% | +66.4% | +30.5% | +94.9% |
| All | +104.1% | +74.8% | +29.3% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling