+121.6%
GLD vs TGT
-23.3%
+144.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.8% | +1.8% |
| 7D | +4.9% | +4.7% | +0.2% | +4.9% |
| 30D | -1.3% | +8.0% | -9.3% | -1.4% |
| 3M | -4.8% | +11.7% | -16.4% | -4.9% |
| 6M | -12.5% | +34.7% | -47.2% | -12.9% |
| YTD | -4.2% | +74.4% | -78.6% | -5.0% |
| 1Y | +3.0% | +89.2% | -86.1% | +2.0% |
| 3Y | +109.1% | +73.4% | +35.7% | +107.0% |
| 5Y | +121.6% | -24.0% | +145.6% | +119.4% |
| All | +121.6% | -23.3% | +144.9% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling