+206.1%
GLD vs TGT
+206.3%
-0.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.2% |
| 7D | -4.6% | +2.6% | -7.2% | -4.6% |
| 30D | -5.5% | +4.7% | -10.1% | -5.5% |
| 3M | -10.9% | +4.6% | -15.5% | -10.9% |
| 6M | -17.4% | +34.9% | -52.3% | -17.6% |
| YTD | -10.3% | +70.9% | -81.2% | -10.7% |
| 1Y | -7.2% | +84.4% | -91.5% | -7.6% |
| 3Y | +96.9% | +69.1% | +27.8% | +96.1% |
| 5Y | +103.8% | -26.9% | +130.7% | +103.6% |
| All | +206.1% | +206.3% | -0.1% | +207.4% |
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