+816.6%
GLD vs CP
+1,861.5%
-1,044.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | -0.5% | -2.7% | +2.2% | -0.4% |
| 30D | +4.4% | +0.2% | +4.2% | +4.4% |
| 3M | -1.1% | +2.6% | -3.7% | -1.3% |
| 6M | -13.8% | +6.0% | -19.8% | -14.1% |
| YTD | +2.6% | +24.9% | -22.3% | +1.3% |
| 1Y | +24.5% | +20.1% | +4.4% | +23.1% |
| 3Y | +125.8% | +16.4% | +109.5% | +123.1% |
| 5Y | +137.8% | +31.7% | +106.1% | +132.7% |
| 10Y | +221.4% | +223.9% | -2.5% | +197.5% |
| All | +816.6% | +1,861.5% | -1,044.9% | +591.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling