+816.6%
GLD vs TAP
+86.3%
+730.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | -0.5% | -2.3% | +1.8% | -0.5% |
| 30D | +4.4% | -2.1% | +6.5% | +4.4% |
| 3M | -1.1% | +6.6% | -7.7% | -1.3% |
| 6M | -13.8% | -11.5% | -2.3% | -13.5% |
| YTD | +2.6% | -10.3% | +12.9% | +2.9% |
| 1Y | +24.5% | -14.4% | +38.9% | +24.9% |
| 3Y | +125.8% | -28.3% | +154.1% | +127.4% |
| 5Y | +137.8% | +1.7% | +136.1% | +136.8% |
| 10Y | +221.4% | -49.2% | +270.6% | +225.1% |
| All | +816.6% | +86.3% | +730.3% | +770.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling