+128.4%
GLD vs CMG
-6.2%
+134.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -0.5% | -2.8% | +2.3% | -0.4% |
| 30D | +4.4% | +7.1% | -2.7% | +4.2% |
| 3M | -1.1% | +31.2% | -32.3% | -1.7% |
| 6M | -13.8% | +0.7% | -14.5% | -13.9% |
| YTD | +2.6% | -0.1% | +2.7% | +2.6% |
| 1Y | +24.5% | -10.7% | +35.3% | +24.3% |
| All | +128.4% | -6.2% | +134.6% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling