+212.2%
GLD vs TAP
-49.5%
+261.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.9% |
| 7D | +4.9% | -7.8% | +12.8% | +5.1% |
| 30D | -1.3% | +7.1% | -8.4% | -1.5% |
| 3M | -4.8% | -7.0% | +2.3% | -4.6% |
| 6M | -12.5% | -3.8% | -8.7% | -12.4% |
| YTD | -4.2% | -11.7% | +7.5% | -4.0% |
| 1Y | +3.0% | -10.1% | +13.2% | +3.3% |
| 3Y | +109.1% | -23.7% | +132.8% | +110.2% |
| 5Y | +121.6% | +2.9% | +118.7% | +120.8% |
| 10Y | +212.2% | -49.5% | +261.7% | +233.4% |
| All | +212.2% | -49.5% | +261.7% | +233.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling