+104.1%
GLD vs TAP
+0.6%
+103.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.1% | +0.1% |
| 7D | -4.6% | +1.3% | -5.8% | -4.6% |
| 30D | -5.5% | +5.7% | -11.2% | -5.6% |
| 3M | -10.9% | -1.9% | -9.0% | -10.8% |
| 6M | -17.4% | +0.9% | -18.4% | -17.5% |
| YTD | -10.3% | -9.5% | -0.8% | -10.0% |
| 1Y | -7.2% | -9.0% | +1.8% | -6.9% |
| 3Y | +96.9% | -22.2% | +119.2% | +98.3% |
| All | +104.1% | +0.6% | +103.4% | +103.2% |
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