+121.1%
GLD vs CP
+27.2%
+93.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +1.9% | +6.1% | -4.2% | +1.1% |
| 30D | -1.8% | +9.8% | -11.5% | -3.0% |
| 3M | -3.6% | +2.7% | -6.4% | -4.0% |
| 6M | -10.2% | +12.8% | -23.0% | -11.7% |
| YTD | -5.3% | +28.2% | -33.4% | -8.1% |
| 1Y | +2.5% | +34.1% | -31.7% | -1.1% |
| 3Y | +103.2% | +28.9% | +74.3% | +95.7% |
| 5Y | +121.1% | +27.1% | +94.0% | +111.9% |
| All | +121.1% | +27.2% | +93.9% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling