+2.8%
GLD vs TEM
-11.1%
+13.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.8% | +6.5% | +4.0% |
| 7D | -0.3% | -1.3% | +1.0% | -0.2% |
| 30D | -1.9% | -9.5% | +7.6% | -1.2% |
| 3M | -0.4% | +60.7% | -61.1% | -6.2% |
| 6M | -10.2% | +35.5% | -45.7% | -14.4% |
| YTD | -6.0% | +28.0% | -34.1% | -10.3% |
| 1Y | +2.8% | -10.5% | +13.3% | -0.4% |
| All | +2.8% | -11.1% | +13.9% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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