+816.6%
GLD vs CVS
+549.0%
+267.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.4% |
| 3M | -1.1% | +2.7% | -3.8% | -1.0% |
| 6M | -13.8% | +21.9% | -35.7% | -13.4% |
| YTD | +2.6% | +24.7% | -22.1% | +3.1% |
| 1Y | +24.5% | +35.4% | -10.9% | +25.3% |
| 3Y | +125.8% | +65.2% | +60.7% | +128.9% |
| 5Y | +137.8% | +30.5% | +107.2% | +140.4% |
| 10Y | +221.4% | +40.4% | +181.0% | +226.7% |
| All | +816.6% | +549.0% | +267.5% | +908.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling