+104.8%
GLD vs TER
+144.0%
-39.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.2% | +16.0% | +1.9% |
| 7D | +1.9% | -28.2% | +30.1% | +4.2% |
| 30D | -1.8% | -50.6% | +48.8% | +3.1% |
| 3M | -3.6% | -45.3% | +41.7% | +0.2% |
| 6M | -10.2% | -40.4% | +30.2% | -8.1% |
| YTD | -5.3% | +10.0% | -15.3% | -5.8% |
| 1Y | +2.5% | +13.6% | -11.2% | +1.8% |
| All | +104.8% | +144.0% | -39.2% | +101.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling