-8.1%
GLD vs CP
+33.3%
-41.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.0% |
| 7D | -5.5% | +0.9% | -6.4% | -5.7% |
| 30D | -7.0% | +10.3% | -17.4% | -9.3% |
| 3M | -12.4% | +2.3% | -14.6% | -12.9% |
| 6M | -18.0% | +10.7% | -28.7% | -20.5% |
| YTD | -10.5% | +29.3% | -39.8% | -15.3% |
| 1Y | -8.1% | +31.5% | -39.5% | -13.2% |
| All | -8.1% | +33.3% | -41.3% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling