+816.6%
GLD vs CSGP
+625.9%
+190.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.8% |
| 7D | -0.5% | -4.1% | +3.5% | -0.5% |
| 30D | +4.4% | +2.3% | +2.1% | +4.4% |
| 3M | -1.1% | -8.2% | +7.1% | -1.1% |
| 6M | -13.8% | -35.1% | +21.3% | -13.8% |
| YTD | +2.6% | -54.0% | +56.7% | +2.7% |
| 1Y | +24.5% | -65.3% | +89.8% | +24.8% |
| 3Y | +125.8% | -62.6% | +188.4% | +126.1% |
| 5Y | +137.8% | -64.8% | +202.6% | +138.2% |
| 10Y | +221.4% | +45.1% | +176.3% | +224.7% |
| All | +816.6% | +625.9% | +190.6% | +827.7% |
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