+746.1%
GLD vs CSGP
+652.7%
+93.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.8% |
| 7D | +1.9% | +13.9% | -12.0% | +1.9% |
| 30D | -1.8% | +16.0% | -17.8% | -1.8% |
| 3M | -3.6% | +6.1% | -9.7% | -3.6% |
| 6M | -10.2% | -8.2% | -2.1% | -10.2% |
| YTD | -5.3% | -52.3% | +47.1% | -5.2% |
| 1Y | +2.5% | -54.5% | +57.0% | +2.6% |
| 3Y | +103.2% | -58.6% | +161.8% | +103.4% |
| 5Y | +121.1% | -61.5% | +182.6% | +121.5% |
| 10Y | +201.9% | +74.7% | +127.2% | +205.3% |
| All | +746.1% | +652.7% | +93.4% | +756.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling