+732.3%
GLD vs TGT
+435.0%
+297.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.7% |
| 7D | +2.8% | +5.5% | -2.7% | +2.9% |
| 30D | -4.0% | +6.0% | -10.0% | -3.9% |
| 3M | -8.2% | +8.0% | -16.2% | -8.2% |
| 6M | -14.8% | +32.3% | -47.2% | -14.6% |
| YTD | -6.8% | +71.3% | -78.1% | -6.2% |
| 1Y | -2.4% | +86.8% | -89.2% | -1.7% |
| 3Y | +105.8% | +67.9% | +37.9% | +107.5% |
| 5Y | +113.3% | -25.1% | +138.4% | +112.9% |
| 10Y | +208.4% | +211.8% | -3.4% | +219.4% |
| All | +732.3% | +435.0% | +297.3% | +775.1% |
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