+212.2%
GLD vs TLT
-14.3%
+226.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | +4.9% | +0.3% | +4.7% | +4.9% |
| 30D | -1.3% | +5.1% | -6.4% | -2.7% |
| 3M | -4.8% | -0.2% | -4.6% | -4.7% |
| 6M | -12.5% | -2.9% | -9.6% | -11.8% |
| YTD | -4.2% | -2.7% | -1.5% | -3.6% |
| 1Y | +3.0% | -4.6% | +7.6% | +4.3% |
| 3Y | +109.1% | +6.1% | +103.0% | +104.6% |
| 5Y | +121.6% | -35.1% | +156.7% | +147.1% |
| 10Y | +212.2% | -12.5% | +224.7% | +197.0% |
| All | +212.2% | -14.3% | +226.5% | +197.0% |
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