-2.8%
GLD vs CMG
+18.1%
-20.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.7% |
| 7D | +2.8% | +8.0% | -5.2% | +2.2% |
| 30D | -4.0% | +13.7% | -17.7% | -4.8% |
| 3M | -8.2% | +11.8% | -20.0% | -9.1% |
| 6M | -14.8% | +10.6% | -25.4% | -15.6% |
| YTD | -6.8% | -2.9% | -3.9% | -6.2% |
| All | -2.8% | +18.1% | -20.9% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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