+138.9%
GLD vs TE
-41.1%
+180.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.0% | -11.7% | -1.9% |
| 7D | +0.7% | +18.2% | -17.5% | +0.4% |
| 30D | +0.3% | -13.5% | +13.8% | +0.5% |
| 3M | +0.6% | -44.6% | +45.2% | +1.3% |
| 6M | -15.6% | -24.7% | +9.1% | -15.5% |
| YTD | +0.9% | -24.3% | +25.1% | +0.9% |
| 1Y | +19.4% | +155.6% | -136.2% | +18.1% |
| 3Y | +124.5% | -18.3% | +142.7% | +125.2% |
| 5Y | +138.9% | -41.3% | +180.2% | +141.6% |
| All | +138.9% | -41.1% | +180.0% | +141.6% |
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