+101.7%
GLD vs TLN
+716.6%
-614.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -1.5% |
| 7D | -2.0% | +15.9% | -17.9% | -3.0% |
| 30D | -4.4% | -0.3% | -4.2% | -4.5% |
| 3M | -8.9% | +5.8% | -14.7% | -9.6% |
| 6M | -16.0% | -1.2% | -14.8% | -16.4% |
| YTD | -7.9% | +1.0% | -8.9% | -8.8% |
| 1Y | -3.9% | +1.1% | -5.0% | -4.9% |
| 3Y | +103.4% | +591.7% | -488.3% | +75.7% |
| All | +101.7% | +716.6% | -614.9% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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