+0.3%
GLD vs TE
-44.1%
+44.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.8% | +2.0% |
| 7D | +4.9% | -10.5% | +15.5% | +5.3% |
| 30D | -1.3% | -32.4% | +31.1% | +0.3% |
| 3M | -4.8% | -60.9% | +56.1% | -0.9% |
| 6M | -12.5% | -62.8% | +50.3% | -9.2% |
| YTD | -4.2% | -65.7% | +61.5% | +0.2% |
| All | +0.3% | -44.1% | +44.5% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling