+18.2%
GLD vs CMI
+40.9%
-22.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.5% |
| 7D | -3.4% | +0.8% | -4.2% | -3.6% |
| 30D | -1.1% | -12.8% | +11.6% | +2.1% |
| 3M | +5.8% | -12.4% | +18.3% | +8.5% |
| 6M | -17.1% | -0.9% | -16.2% | -17.9% |
| YTD | 0.0% | +8.9% | -8.8% | -2.0% |
| 1Y | +18.2% | +37.7% | -19.5% | +14.6% |
| All | +18.2% | +40.9% | -22.6% | +14.6% |
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