+118.6%
GLD vs CVS
+5.4%
+113.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.1% | -3.9% | -0.7% |
| 7D | +4.7% | -7.1% | +11.8% | +4.5% |
| 30D | -0.9% | -4.0% | +3.1% | -1.0% |
| 3M | -4.4% | -12.2% | +7.8% | -4.6% |
| 6M | -13.6% | -2.2% | -11.4% | -13.8% |
| YTD | -6.0% | +8.9% | -14.9% | -6.3% |
| 1Y | +1.8% | +9.9% | -8.1% | +1.5% |
| 3Y | +103.2% | +32.1% | +71.1% | +103.7% |
| All | +118.6% | +5.4% | +113.1% | +121.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling