+121.6%
GLD vs CP
+27.1%
+94.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.1% | +1.6% |
| 7D | +4.9% | +2.8% | +2.2% | +4.6% |
| 30D | -1.3% | +11.3% | -12.6% | -2.7% |
| 3M | -4.8% | +2.9% | -7.6% | -5.1% |
| 6M | -12.5% | +9.8% | -22.3% | -13.6% |
| YTD | -4.2% | +28.5% | -32.8% | -7.1% |
| 1Y | +3.0% | +33.5% | -30.5% | -0.5% |
| 3Y | +109.1% | +31.9% | +77.2% | +101.0% |
| 5Y | +121.6% | +25.5% | +96.1% | +112.1% |
| All | +121.6% | +27.1% | +94.5% | +112.1% |
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