+2.8%
GLD vs CMI
+10.9%
-8.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.8% | +9.4% | +5.2% |
| 7D | -0.3% | -11.2% | +10.9% | +2.8% |
| 30D | -1.9% | -9.8% | +8.0% | +0.8% |
| 3M | -0.4% | -25.5% | +25.1% | +7.4% |
| 6M | -10.2% | -27.7% | +17.5% | -3.3% |
| YTD | -6.0% | -6.6% | +0.6% | -5.3% |
| 1Y | +2.8% | +11.7% | -8.9% | -0.4% |
| All | +2.8% | +10.9% | -8.1% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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