-7.2%
GLD vs TLT
-7.4%
+0.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -4.6% | -3.1% | -1.5% | -3.1% |
| 30D | -5.5% | +1.0% | -6.5% | -5.8% |
| 3M | -10.9% | -2.7% | -8.2% | -9.8% |
| 6M | -17.4% | -4.1% | -13.3% | -16.1% |
| YTD | -10.3% | -5.4% | -5.0% | -8.5% |
| 1Y | -7.2% | -7.0% | -0.1% | -5.2% |
| All | -7.2% | -7.4% | +0.3% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling