+216.0%
GLD vs TER
+1,661.5%
-1,445.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.3% | -1.1% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | +4.4% | -8.3% | +12.7% | +4.8% |
| 3M | -1.1% | -12.2% | +11.1% | -1.0% |
| 6M | -13.8% | +17.1% | -30.9% | -15.1% |
| YTD | +2.6% | +84.7% | -82.0% | -0.4% |
| 1Y | +24.5% | +199.9% | -175.4% | +19.2% |
| 3Y | +125.8% | +232.8% | -106.9% | +114.6% |
| 5Y | +137.8% | +198.6% | -60.8% | +124.8% |
| All | +216.0% | +1,661.5% | -1,445.4% | +196.8% |
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