+137.9%
GLD vs CMI
+168.8%
-30.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.7% |
| 7D | +0.7% | +1.9% | -1.1% | +0.6% |
| 30D | +0.3% | -12.5% | +12.8% | +1.5% |
| 3M | +0.6% | -16.2% | +16.8% | +2.0% |
| 6M | -15.6% | +4.9% | -20.4% | -15.7% |
| YTD | +0.9% | +11.1% | -10.3% | +0.7% |
| 1Y | +19.4% | +43.4% | -24.0% | +18.6% |
| 3Y | +124.5% | +154.1% | -29.6% | +119.6% |
| All | +137.9% | +168.8% | -30.9% | +134.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling