+142.0%
GLD vs TE
-80.5%
+222.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.2% |
| 7D | -4.6% | -19.1% | +14.5% | -4.2% |
| 30D | -5.5% | -34.1% | +28.7% | -4.8% |
| 3M | -10.9% | -60.1% | +49.2% | -9.6% |
| 6M | -17.4% | -66.0% | +48.5% | -16.1% |
| YTD | -10.3% | -71.4% | +61.1% | -8.8% |
| 1Y | -7.2% | -45.3% | +38.1% | -6.2% |
| 3Y | +96.9% | +9.1% | +87.8% | +96.9% |
| 5Y | +103.8% | -82.6% | +186.3% | +108.4% |
| All | +142.0% | -80.5% | +222.4% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling