+212.2%
GLD vs TER
+1,026.7%
-814.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +12.7% | -10.8% | +1.2% |
| 7D | +4.9% | -5.8% | +10.7% | +5.1% |
| 30D | -1.3% | -38.9% | +37.6% | +1.0% |
| 3M | -4.8% | -35.1% | +30.4% | -3.0% |
| 6M | -12.5% | -31.6% | +19.1% | -11.6% |
| YTD | -4.2% | +27.2% | -31.5% | -5.5% |
| 1Y | +3.0% | +35.2% | -32.2% | +1.4% |
| 3Y | +109.1% | +192.8% | -83.7% | +100.4% |
| 5Y | +121.6% | +72.4% | +49.1% | +113.9% |
| 10Y | +212.2% | +1,001.8% | -789.6% | +205.5% |
| All | +212.2% | +1,026.7% | -814.5% | +205.5% |
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