+2.8%
GLD vs TGT
+86.7%
-83.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.6% | -2.0% | +3.6% |
| 7D | -0.3% | +9.5% | -9.8% | -0.2% |
| 30D | -1.9% | +6.6% | -8.5% | -1.8% |
| 3M | -0.4% | +11.0% | -11.4% | -0.2% |
| 6M | -10.2% | +29.9% | -40.0% | -9.2% |
| YTD | -6.0% | +71.4% | -77.5% | -3.4% |
| 1Y | +2.8% | +88.6% | -85.8% | +5.0% |
| All | +2.8% | +86.7% | -83.9% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 1y: compounded portfolio wealth divided by compounded TGT 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…
1y analysis · Full analysis span regression · 6 months rolling