+739.4%
GLD vs TAP
+85.5%
+653.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.5% |
| YTD | -6.0% | -10.6% | +4.6% | -5.8% |
| 1Y | +1.8% | -4.4% | +6.2% | +1.8% |
| 3Y | +103.2% | -24.4% | +127.5% | +104.2% |
| 5Y | +119.3% | +2.1% | +117.3% | +118.4% |
| 10Y | +199.5% | -48.7% | +248.2% | +202.8% |
| All | +739.4% | +85.5% | +653.9% | +696.7% |
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