-8.1%
GLD vs TEM
+6.3%
-14.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.6% | -2.4% |
| 7D | -5.5% | +7.8% | -13.2% | -6.2% |
| 30D | -7.0% | +11.2% | -18.3% | -8.2% |
| 3M | -12.4% | +39.0% | -51.3% | -16.4% |
| 6M | -18.0% | +61.6% | -79.7% | -23.3% |
| YTD | -10.5% | +28.5% | -39.0% | -14.9% |
| 1Y | -8.1% | +6.7% | -14.8% | -12.0% |
| All | -8.1% | +6.3% | -14.3% | -12.0% |
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