+120.1%
GLD vs CPNG
-76.1%
+196.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.2% |
| 7D | -4.6% | -6.8% | +2.2% | -4.3% |
| 30D | -5.5% | +5.5% | -10.9% | -5.6% |
| 3M | -10.9% | -6.8% | -4.2% | -10.8% |
| 6M | -17.4% | -4.8% | -12.6% | -17.4% |
| YTD | -10.3% | -35.6% | +25.3% | -9.7% |
| 1Y | -7.2% | -46.8% | +39.6% | -6.2% |
| 3Y | +96.9% | -0.8% | +97.7% | +96.9% |
| 5Y | +103.8% | -42.9% | +146.6% | +102.4% |
| All | +120.1% | -76.1% | +196.1% | +112.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling