+142.5%
GLD vs T
+67.4%
+75.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.8% |
| 7D | -0.5% | -1.3% | +0.8% | -0.5% |
| 30D | +4.4% | +11.4% | -7.0% | +4.2% |
| 3M | -1.1% | +14.3% | -15.4% | -1.3% |
| 6M | -13.8% | -9.3% | -4.5% | -13.5% |
| YTD | +2.6% | +7.1% | -4.5% | +2.3% |
| 1Y | +24.5% | -9.1% | +33.6% | +25.0% |
| 3Y | +125.8% | +105.3% | +20.5% | +116.1% |
| All | +142.5% | +67.4% | +75.2% | +130.0% |
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