+746.1%
GLD vs TLT
+89.3%
+656.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +1.9% | +0.5% | +1.3% | +1.8% |
| 30D | -1.8% | +6.0% | -7.8% | -2.9% |
| 3M | -3.6% | -0.9% | -2.7% | -3.5% |
| 6M | -10.2% | -2.6% | -7.6% | -9.8% |
| YTD | -5.3% | -3.1% | -2.1% | -4.7% |
| 1Y | +2.5% | -4.4% | +6.8% | +3.3% |
| 3Y | +103.2% | +5.5% | +97.7% | +100.4% |
| 5Y | +121.1% | -34.7% | +155.8% | +137.1% |
| 10Y | +201.9% | -17.6% | +219.5% | +209.5% |
| All | +746.1% | +89.3% | +656.8% | +712.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling