+176.9%
GLD vs TE
-53.0%
+229.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -0.9% |
| 7D | -0.5% | -4.0% | +3.4% | -0.5% |
| 30D | +4.4% | -15.9% | +20.3% | +4.7% |
| 3M | -1.1% | -60.5% | +59.5% | +0.1% |
| 6M | -13.8% | -35.2% | +21.4% | -13.5% |
| YTD | +2.6% | -31.1% | +33.8% | +2.9% |
| 1Y | +24.5% | +148.6% | -124.1% | +23.4% |
| 3Y | +125.8% | -26.4% | +152.2% | +126.4% |
| 5Y | +137.8% | -48.0% | +185.8% | +139.9% |
| All | +176.9% | -53.0% | +229.8% | +182.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling