+206.1%
GLD vs TER
+998.2%
-792.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.5% | +0.4% |
| 7D | -4.6% | +14.4% | -18.9% | -5.3% |
| 30D | -5.5% | -30.6% | +25.1% | -3.9% |
| 3M | -10.9% | -39.2% | +28.3% | -9.0% |
| 6M | -17.4% | -31.3% | +13.8% | -16.6% |
| YTD | -10.3% | +29.1% | -39.4% | -11.6% |
| 1Y | -7.2% | +47.4% | -54.6% | -8.9% |
| 3Y | +96.9% | +191.2% | -94.3% | +88.6% |
| 5Y | +103.8% | +74.0% | +29.8% | +96.5% |
| All | +206.1% | +998.2% | -792.0% | +196.3% |
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