+118.6%
GLD vs TE
-79.6%
+198.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -0.9% |
| 7D | +4.7% | -12.6% | +17.3% | +4.9% |
| 30D | -0.9% | -36.7% | +35.8% | -0.1% |
| 3M | -4.4% | -57.5% | +53.1% | -3.1% |
| 6M | -13.6% | -55.2% | +41.7% | -12.6% |
| YTD | -6.0% | -64.7% | +58.7% | -4.7% |
| 1Y | +1.8% | -35.9% | +37.6% | +2.4% |
| 3Y | +103.2% | -31.8% | +135.0% | +104.0% |
| All | +118.6% | -79.6% | +198.2% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling