+105.8%
GLD vs CPB
-36.1%
+141.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.7% |
| 7D | +2.8% | +2.9% | -0.1% | +2.8% |
| 30D | -4.0% | +17.6% | -21.6% | -3.7% |
| 3M | -8.2% | +2.0% | -10.3% | -8.1% |
| 6M | -14.8% | +11.6% | -26.5% | -14.7% |
| YTD | -6.8% | -13.8% | +7.0% | -6.5% |
| 1Y | -2.4% | -21.6% | +19.2% | -2.0% |
| 3Y | +105.8% | -35.8% | +141.6% | +106.0% |
| All | +105.8% | -36.1% | +141.8% | +106.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling