+215.0%
GLD vs CMI
+516.5%
-301.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.6% |
| 7D | -2.0% | -0.7% | -1.3% | -1.9% |
| 30D | -1.5% | -12.4% | +10.9% | -0.9% |
| 3M | +3.2% | -14.8% | +18.0% | +3.9% |
| 6M | -16.3% | +0.8% | -17.1% | -16.2% |
| YTD | +0.6% | +10.2% | -9.6% | +0.6% |
| 1Y | +19.1% | +37.4% | -18.3% | +18.9% |
| 3Y | +123.5% | +153.3% | -29.8% | +121.8% |
| 5Y | +138.5% | +167.6% | -29.1% | +136.8% |
| All | +215.0% | +516.5% | -301.5% | +216.5% |
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