+109.7%
GLD vs TAP
+1.8%
+107.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -2.0% | -8.0% | +6.0% | -1.7% |
| 30D | -4.4% | +4.1% | -8.5% | -4.5% |
| 3M | -8.9% | -4.4% | -4.6% | -8.8% |
| 6M | -16.0% | -1.9% | -14.0% | -15.9% |
| YTD | -7.9% | -12.1% | +4.2% | -7.5% |
| 1Y | -3.9% | -12.0% | +8.2% | -3.5% |
| 3Y | +103.4% | -25.0% | +128.5% | +105.1% |
| 5Y | +109.7% | -1.1% | +110.8% | +110.0% |
| All | +109.7% | +1.8% | +107.9% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling