+113.3%
GLD vs T
+56.8%
+56.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.7% |
| 7D | +2.8% | +2.6% | +0.2% | +2.8% |
| 30D | -4.0% | -1.1% | -2.9% | -3.9% |
| 3M | -8.2% | -7.7% | -0.5% | -8.2% |
| 6M | -14.8% | -10.6% | -4.2% | -14.7% |
| YTD | -6.8% | -7.5% | +0.7% | -7.0% |
| 1Y | -2.4% | -7.4% | +5.0% | -2.6% |
| 3Y | +105.8% | +63.1% | +42.7% | +97.7% |
| 5Y | +113.3% | +55.2% | +58.1% | +103.6% |
| All | +113.3% | +56.8% | +56.5% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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