+212.2%
GLD vs CVS
+56.7%
+155.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.9% |
| 7D | +4.9% | -3.7% | +8.6% | +4.9% |
| 30D | -1.3% | -0.3% | -1.0% | -1.3% |
| 3M | -4.8% | -10.3% | +5.5% | -4.9% |
| 6M | -12.5% | -4.6% | -7.9% | -12.6% |
| YTD | -4.2% | +10.7% | -15.0% | -4.3% |
| 1Y | +3.0% | +11.2% | -8.2% | +3.0% |
| 3Y | +109.1% | +43.0% | +66.1% | +110.2% |
| 5Y | +121.6% | +8.6% | +112.9% | +122.8% |
| 10Y | +212.2% | +52.0% | +160.3% | +213.9% |
| All | +212.2% | +56.7% | +155.5% | +213.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling