-7.3%
GLD vs TE
-47.5%
+40.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.5% | +4.7% | -2.4% |
| 7D | -5.5% | -13.6% | +8.1% | -4.8% |
| 30D | -7.0% | -37.7% | +30.6% | -5.1% |
| 3M | -12.4% | -59.8% | +47.4% | -8.7% |
| 6M | -18.0% | -66.3% | +48.3% | -14.4% |
| YTD | -10.5% | -70.5% | +60.1% | -5.6% |
| All | -7.3% | -47.5% | +40.2% | -4.2% |
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