+739.4%
GLD vs CVS
+466.6%
+272.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.6% |
| YTD | -6.0% | +8.9% | -14.9% | -5.8% |
| 1Y | +1.8% | +9.9% | -8.1% | +2.0% |
| 3Y | +103.2% | +32.1% | +71.1% | +105.0% |
| 5Y | +119.3% | +5.7% | +113.7% | +120.7% |
| 10Y | +199.5% | +39.0% | +160.5% | +204.7% |
| All | +739.4% | +466.6% | +272.8% | +821.0% |
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