+1.8%
GLD vs CPB
-19.1%
+20.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | +4.7% | +8.0% | -3.3% | +5.0% |
| 30D | -0.9% | +22.4% | -23.3% | 0.0% |
| 3M | -4.4% | +2.5% | -6.9% | -4.0% |
| 6M | -13.6% | +12.2% | -25.8% | -13.1% |
| YTD | -6.0% | -12.8% | +6.8% | -5.5% |
| 1Y | +1.8% | -19.2% | +20.9% | +2.0% |
| All | +1.8% | -19.1% | +20.9% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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