+746.1%
GLD vs TER
+1,253.2%
-507.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -15.2% | +16.0% | +1.3% |
| 7D | +1.9% | -28.2% | +30.1% | +3.0% |
| 30D | -1.8% | -50.6% | +48.8% | +0.6% |
| 3M | -3.6% | -45.3% | +41.7% | -1.8% |
| 6M | -10.2% | -40.4% | +30.2% | -9.1% |
| YTD | -5.3% | +10.0% | -15.3% | -5.8% |
| 1Y | +2.5% | +13.6% | -11.2% | +1.8% |
| 3Y | +103.2% | +145.2% | -42.0% | +97.5% |
| 5Y | +121.1% | +50.4% | +70.7% | +116.1% |
| 10Y | +201.9% | +882.9% | -681.1% | +183.4% |
| All | +746.1% | +1,253.2% | -507.1% | +677.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling