+208.4%
GLD vs CP
+255.2%
-46.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | +2.8% | +2.8% | 0.0% | +2.6% |
| 30D | -4.0% | +11.0% | -15.0% | -4.6% |
| 3M | -8.2% | +3.8% | -12.1% | -8.5% |
| 6M | -14.8% | +9.5% | -24.3% | -15.4% |
| YTD | -6.8% | +28.2% | -35.0% | -8.2% |
| 1Y | -2.4% | +33.0% | -35.3% | -4.1% |
| 3Y | +105.8% | +35.5% | +70.2% | +101.7% |
| 5Y | +113.3% | +25.8% | +87.5% | +109.3% |
| 10Y | +208.4% | +250.7% | -42.3% | +197.8% |
| All | +208.4% | +255.2% | -46.8% | +197.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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