+205.0%
GLD vs TER
+897.7%
-692.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -0.9% |
| 7D | +4.7% | -20.5% | +25.2% | +5.8% |
| 30D | -0.9% | -47.0% | +46.1% | +2.1% |
| 3M | -4.4% | -43.3% | +38.9% | -2.0% |
| 6M | -13.6% | -42.9% | +29.3% | -11.9% |
| YTD | -6.0% | +12.9% | -18.9% | -6.7% |
| 1Y | +1.8% | +18.2% | -16.4% | +0.8% |
| 3Y | +103.2% | +151.8% | -48.6% | +96.1% |
| 5Y | +119.3% | +54.2% | +65.1% | +113.0% |
| All | +205.0% | +897.7% | -692.8% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 10y: compounded portfolio wealth divided by compounded TER 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…
10y analysis · Full analysis span regression · 6 months rolling