+2.8%
GLD vs CNQ
+61.9%
-59.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -7.4% | +11.1% | +3.6% |
| 7D | -0.3% | -9.4% | +9.2% | -0.3% |
| 30D | -1.9% | +2.8% | -4.6% | -2.4% |
| 3M | -0.4% | +8.5% | -8.9% | -1.2% |
| 6M | -10.2% | +6.4% | -16.6% | -10.8% |
| YTD | -6.0% | +50.9% | -56.9% | -13.4% |
| 1Y | +2.8% | +62.8% | -60.0% | -5.5% |
| All | +2.8% | +61.9% | -59.0% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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