+2.8%
GLD vs CSGP
-53.2%
+56.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.3% | +3.9% |
| 7D | -0.3% | +18.3% | -18.6% | +0.8% |
| 30D | -1.9% | +17.8% | -19.6% | -0.8% |
| 3M | -0.4% | +9.3% | -9.7% | +0.3% |
| 6M | -10.2% | -7.9% | -2.3% | -10.7% |
| YTD | -6.0% | -51.5% | +45.5% | -10.1% |
| 1Y | +2.8% | -53.3% | +56.1% | -1.4% |
| All | +2.8% | -53.2% | +56.0% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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