+118.6%
GLD vs TAP
+2.0%
+116.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.7% |
| 7D | +4.7% | +0.5% | +4.2% | +4.7% |
| 30D | -0.9% | +9.1% | -10.0% | -1.1% |
| 3M | -4.4% | -3.8% | -0.6% | -4.3% |
| 6M | -13.6% | -3.4% | -10.1% | -13.4% |
| YTD | -6.0% | -10.6% | +4.6% | -5.7% |
| 1Y | +1.8% | -4.4% | +6.2% | +1.9% |
| 3Y | +103.2% | -24.4% | +127.5% | +104.9% |
| All | +118.6% | +2.0% | +116.6% | +118.8% |
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