+206.1%
GLD vs CNC
+177.3%
+28.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | +0.2% |
| 7D | -4.6% | +2.2% | -6.8% | -4.6% |
| 30D | -5.5% | +1.6% | -7.0% | -5.5% |
| 3M | -10.9% | +7.9% | -18.8% | -10.9% |
| 6M | -17.4% | +21.2% | -38.6% | -17.3% |
| YTD | -10.3% | +73.2% | -83.5% | -10.0% |
| 1Y | -7.2% | +97.5% | -104.6% | -6.7% |
| 3Y | +96.9% | -1.2% | +98.1% | +97.6% |
| 5Y | +103.8% | -6.1% | +109.8% | +104.6% |
| All | +206.1% | +177.3% | +28.8% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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