+722.8%
GLD vs TGT
+438.1%
+284.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -2.0% | +0.5% | -2.4% | -2.0% |
| 30D | -4.4% | +6.7% | -11.1% | -4.4% |
| 3M | -8.9% | +8.4% | -17.3% | -8.8% |
| 6M | -16.0% | +40.7% | -56.7% | -15.7% |
| YTD | -7.9% | +72.2% | -80.1% | -7.3% |
| 1Y | -3.9% | +86.2% | -90.0% | -3.2% |
| 3Y | +103.4% | +68.8% | +34.6% | +105.2% |
| 5Y | +109.7% | -25.2% | +134.9% | +109.3% |
| 10Y | +211.8% | +210.0% | +1.8% | +222.9% |
| All | +722.8% | +438.1% | +284.8% | +765.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling