+218.6%
GLD vs TGT
+210.7%
+7.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +0.9% |
| 7D | +0.1% | -3.6% | +3.7% | +0.2% |
| 30D | +0.2% | +4.4% | -4.2% | +0.2% |
| 3M | +3.2% | +25.4% | -22.2% | +3.1% |
| 6M | -14.6% | +33.4% | -48.0% | -14.8% |
| YTD | +1.8% | +65.6% | -63.8% | +1.4% |
| 1Y | +20.7% | +80.3% | -59.5% | +20.2% |
| 3Y | +126.5% | +42.1% | +84.4% | +126.2% |
| 5Y | +140.0% | -25.0% | +165.1% | +139.8% |
| All | +218.6% | +210.7% | +7.9% | +223.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling