+96.6%
GLD vs CMG
-17.1%
+113.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -2.7% |
| 7D | -5.5% | -0.6% | -4.8% | -5.5% |
| 30D | -7.0% | +15.9% | -22.9% | -7.3% |
| 3M | -12.4% | +7.8% | -20.1% | -12.5% |
| 6M | -18.0% | +7.7% | -25.7% | -18.1% |
| YTD | -10.5% | -4.9% | -5.5% | -10.4% |
| 1Y | -8.1% | +12.3% | -20.3% | -7.9% |
| All | +96.6% | -17.1% | +113.7% | +95.4% |
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