+816.6%
GLD vs CME
+1,332.6%
-516.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -0.5% | -1.6% | +1.1% | -0.5% |
| 30D | +4.4% | +6.2% | -1.8% | +4.3% |
| 3M | -1.1% | +10.4% | -11.5% | -1.2% |
| 6M | -13.8% | -9.5% | -4.3% | -13.7% |
| YTD | +2.6% | +6.0% | -3.4% | +2.5% |
| 1Y | +24.5% | +9.3% | +15.2% | +24.4% |
| 3Y | +125.8% | +57.7% | +68.2% | +124.7% |
| 5Y | +137.8% | +77.7% | +60.1% | +136.2% |
| 10Y | +221.4% | +281.2% | -59.9% | +217.4% |
| All | +816.6% | +1,332.6% | -516.0% | +758.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling