+746.1%
GLD vs T
+408.2%
+337.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +1.9% | +4.3% | -2.4% | +1.8% |
| 30D | -1.8% | -9.7% | +7.9% | -1.6% |
| 3M | -3.6% | -4.3% | +0.7% | -3.6% |
| 6M | -10.2% | -13.7% | +3.4% | -10.0% |
| YTD | -5.3% | -8.0% | +2.7% | -5.3% |
| 1Y | +2.5% | -6.9% | +9.4% | +2.4% |
| 3Y | +103.2% | +59.7% | +43.5% | +100.0% |
| 5Y | +121.1% | +53.4% | +67.7% | +117.5% |
| 10Y | +201.9% | +58.2% | +143.6% | +195.8% |
| All | +746.1% | +408.2% | +337.8% | +689.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling