+24.5%
GLD vs CVS
+35.9%
-11.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.9% |
| 7D | -0.5% | +4.0% | -4.5% | -0.4% |
| 30D | +4.4% | -2.4% | +6.8% | +4.5% |
| 3M | -1.1% | +2.7% | -3.8% | -1.4% |
| 6M | -13.8% | +21.9% | -35.7% | -15.0% |
| YTD | +2.6% | +24.7% | -22.1% | +0.7% |
| 1Y | +24.5% | +35.4% | -10.9% | +23.5% |
| All | +24.5% | +35.9% | -11.4% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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