-13.8%
GLD vs CVS
+22.1%
-35.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +4.6% |
| 3M | -1.1% | +2.7% | -3.8% | -2.3% |
| 6M | -13.8% | +21.9% | -35.7% | -14.7% |
| All | -13.8% | +22.1% | -35.9% | -14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling