-8.1%
GLD vs CVS
+16.1%
-24.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.8% |
| 7D | -5.5% | +10.4% | -15.9% | -4.9% |
| 30D | -7.0% | +3.3% | -10.3% | -7.0% |
| 3M | -12.4% | -4.5% | -7.8% | -12.3% |
| 6M | -18.0% | -4.4% | -13.7% | -18.4% |
| YTD | -10.5% | +16.6% | -27.1% | -14.1% |
| 1Y | -8.1% | +15.3% | -23.4% | -11.7% |
| All | -8.1% | +16.1% | -24.2% | -11.7% |
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