+138.9%
GLD vs CMG
-3.5%
+142.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.7% | -1.5% | +2.2% | +0.8% |
| 30D | +0.3% | +12.7% | -12.4% | 0.0% |
| 3M | +0.6% | +26.3% | -25.7% | 0.0% |
| 6M | -15.6% | +4.5% | -20.1% | -15.7% |
| YTD | +0.9% | -0.1% | +1.0% | +0.8% |
| 1Y | +19.4% | -6.8% | +26.2% | +19.2% |
| 3Y | +124.5% | -5.0% | +129.5% | +123.0% |
| 5Y | +138.9% | -3.0% | +142.0% | +134.1% |
| All | +138.9% | -3.5% | +142.4% | +134.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling