+208.4%
GLD vs TLT
-13.2%
+221.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.3% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | -4.0% | +3.7% | -7.7% | -4.9% |
| 3M | -8.2% | -0.7% | -7.6% | -8.1% |
| 6M | -14.8% | -4.2% | -10.7% | -13.9% |
| YTD | -6.8% | -4.0% | -2.8% | -5.8% |
| 1Y | -2.4% | -5.8% | +3.4% | -0.9% |
| 3Y | +105.8% | +4.1% | +101.7% | +102.4% |
| 5Y | +113.3% | -34.8% | +148.1% | +137.4% |
| 10Y | +208.4% | -12.3% | +220.8% | +192.1% |
| All | +208.4% | -13.2% | +221.7% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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