+126.1%
GLD vs CNI
+19.3%
+106.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.0% |
| 7D | +0.1% | +0.9% | -0.7% | 0.0% |
| 30D | +0.2% | -2.1% | +2.3% | +0.5% |
| 3M | +3.2% | +1.8% | +1.4% | +2.8% |
| 6M | -14.6% | +14.8% | -29.4% | -16.5% |
| YTD | +1.8% | +25.4% | -23.6% | -1.5% |
| 1Y | +20.7% | +32.9% | -12.2% | +16.2% |
| All | +126.1% | +19.3% | +106.7% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 3y: compounded portfolio wealth divided by compounded CNI 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…
3y analysis · Full analysis span regression · 6 months rolling