+2.8%
GLD vs CPNG
-45.7%
+48.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +12.0% | -8.3% | +2.4% |
| 7D | -0.3% | +20.8% | -21.1% | -2.3% |
| 30D | -1.9% | +20.1% | -21.9% | -3.8% |
| 3M | -0.4% | +1.6% | -2.1% | -1.0% |
| 6M | -10.2% | -15.8% | +5.7% | -10.1% |
| YTD | -6.0% | -27.7% | +21.7% | -7.5% |
| 1Y | +2.8% | -46.9% | +49.7% | +3.5% |
| All | +2.8% | -45.7% | +48.5% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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