+816.6%
GLD vs CMI
+4,456.0%
-3,639.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.0% |
| 7D | -0.5% | -0.7% | +0.2% | -0.5% |
| 30D | +4.4% | -13.4% | +17.8% | +5.0% |
| 3M | -1.1% | -17.0% | +15.9% | -0.4% |
| 6M | -13.8% | -1.6% | -12.1% | -13.8% |
| YTD | +2.6% | +11.0% | -8.3% | +2.2% |
| 1Y | +24.5% | +41.9% | -17.4% | +23.0% |
| 3Y | +125.8% | +151.8% | -26.0% | +118.4% |
| 5Y | +137.8% | +163.6% | -25.8% | +129.2% |
| 10Y | +221.4% | +472.9% | -251.5% | +199.1% |
| All | +816.6% | +4,456.0% | -3,639.5% | +615.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling