+816.6%
GLD vs T
+491.5%
+325.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.6% |
| YTD | +2.6% | +7.1% | -4.5% | +2.4% |
| 1Y | +24.5% | -9.1% | +33.6% | +24.7% |
| 3Y | +125.8% | +105.3% | +20.5% | +121.2% |
| 5Y | +137.8% | +66.8% | +71.0% | +133.7% |
| 10Y | +221.4% | +66.8% | +154.6% | +215.1% |
| All | +816.6% | +491.5% | +325.1% | +753.0% |
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 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