+109.1%
GLD vs TGT
+67.9%
+41.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.8% | +1.9% |
| 7D | +4.9% | +4.7% | +0.2% | +4.9% |
| 30D | -1.3% | +8.0% | -9.3% | -1.3% |
| 3M | -4.8% | +11.7% | -16.4% | -4.7% |
| 6M | -12.5% | +34.7% | -47.2% | -12.3% |
| YTD | -4.2% | +74.4% | -78.6% | -4.0% |
| 1Y | +3.0% | +89.2% | -86.1% | +3.3% |
| 3Y | +109.1% | +73.4% | +35.7% | +111.9% |
| All | +109.1% | +67.9% | +41.3% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling