+20.7%
GLD vs TE
+145.5%
-124.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.0% |
| 7D | +0.1% | +15.0% | -14.8% | -0.5% |
| 30D | +0.2% | -7.5% | +7.7% | +0.4% |
| 3M | +3.2% | -42.0% | +45.2% | +4.8% |
| 6M | -14.6% | -31.4% | +16.8% | -13.9% |
| YTD | +1.8% | -26.5% | +28.3% | +2.5% |
| 1Y | +20.7% | +153.1% | -132.4% | +22.8% |
| All | +20.7% | +145.5% | -124.8% | +22.8% |
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