+212.2%
GLD vs CP
+261.0%
-48.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.7% |
| 7D | +4.9% | +2.8% | +2.2% | +4.8% |
| 30D | -1.3% | +11.3% | -12.6% | -2.0% |
| 3M | -4.8% | +2.9% | -7.6% | -4.9% |
| 6M | -12.5% | +9.8% | -22.3% | -13.1% |
| YTD | -4.2% | +28.5% | -32.8% | -5.7% |
| 1Y | +3.0% | +33.5% | -30.5% | +1.3% |
| 3Y | +109.1% | +31.9% | +77.2% | +105.2% |
| 5Y | +121.6% | +25.5% | +96.1% | +117.4% |
| 10Y | +212.2% | +257.6% | -45.4% | +202.7% |
| All | +212.2% | +261.0% | -48.8% | +202.7% |
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