+206.1%
GLD vs CPRT
+368.4%
-162.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -4.6% | -0.4% | -4.2% | -4.6% |
| 30D | -5.5% | +21.2% | -26.6% | -5.9% |
| 3M | -10.9% | +8.3% | -19.2% | -11.1% |
| 6M | -17.4% | -3.4% | -14.1% | -17.4% |
| YTD | -10.3% | -18.7% | +8.4% | -10.1% |
| 1Y | -7.2% | -23.5% | +16.4% | -6.8% |
| 3Y | +96.9% | -34.2% | +131.1% | +97.8% |
| 5Y | +103.8% | -18.2% | +122.0% | +103.6% |
| All | +206.1% | +368.4% | -162.3% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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