+88.6%
GLD vs TEM
+61.6%
+27.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.8% | -0.8% |
| 7D | -0.5% | +0.9% | -1.4% | -0.5% |
| 30D | +4.4% | +38.4% | -34.0% | +3.6% |
| 3M | -1.1% | +23.7% | -24.7% | -1.7% |
| 6M | -13.8% | +26.0% | -39.8% | -14.4% |
| YTD | +2.6% | +9.4% | -6.8% | +2.0% |
| 1Y | +24.5% | -17.3% | +41.8% | +23.9% |
| All | +88.6% | +61.6% | +27.0% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling