+215.0%
GLD vs CNQ
+426.2%
-211.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -1.5% | +6.2% | -7.7% | -1.7% |
| 3M | +3.2% | +12.4% | -9.1% | +2.8% |
| 6M | -16.3% | +9.0% | -25.3% | -16.6% |
| YTD | +0.6% | +52.2% | -51.6% | -1.0% |
| 1Y | +19.1% | +65.0% | -45.9% | +16.8% |
| 3Y | +123.5% | +78.8% | +44.7% | +118.3% |
| 5Y | +138.5% | +286.0% | -147.5% | +131.2% |
| All | +215.0% | +426.2% | -211.2% | +204.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling