+816.6%
GLD vs CPB
+52.8%
+763.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.5% | -0.8% |
| 7D | -0.5% | -8.6% | +8.1% | -0.5% |
| 30D | +4.4% | -7.2% | +11.6% | +4.4% |
| 3M | -1.1% | +0.9% | -2.0% | -1.1% |
| 6M | -13.8% | -11.8% | -2.0% | -13.7% |
| YTD | +2.6% | -19.4% | +22.0% | +2.8% |
| 1Y | +24.5% | -30.4% | +54.9% | +24.8% |
| 3Y | +125.8% | -40.2% | +166.0% | +126.4% |
| 5Y | +137.8% | -39.5% | +177.3% | +138.4% |
| 10Y | +221.4% | -47.4% | +268.8% | +222.7% |
| All | +816.6% | +52.8% | +763.8% | +850.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling