+206.1%
GLD vs CMI
+320.3%
-114.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -4.6% | +0.5% | -5.1% | -4.6% |
| 30D | -5.5% | -14.0% | +8.6% | -4.7% |
| 3M | -10.9% | -28.1% | +17.2% | -9.5% |
| 6M | -17.4% | -35.8% | +18.4% | -15.8% |
| YTD | -10.3% | -10.5% | +0.2% | -9.4% |
| 1Y | -7.2% | -1.9% | -5.3% | -6.3% |
| 3Y | +96.9% | +121.0% | -24.1% | +97.0% |
| 5Y | +103.8% | +114.6% | -10.8% | +104.0% |
| All | +206.1% | +320.3% | -114.2% | +210.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling