+722.8%
GLD vs TLT
+88.5%
+634.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | -2.0% | -1.0% | -0.9% | -1.8% |
| 30D | -4.4% | +4.1% | -8.6% | -5.2% |
| 3M | -8.9% | -0.4% | -8.6% | -8.9% |
| 6M | -16.0% | -3.2% | -12.8% | -15.5% |
| YTD | -7.9% | -3.5% | -4.3% | -7.2% |
| 1Y | -3.9% | -5.8% | +2.0% | -2.8% |
| 3Y | +103.4% | +4.6% | +98.8% | +101.0% |
| 5Y | +109.7% | -34.4% | +144.1% | +124.8% |
| 10Y | +211.8% | -11.4% | +223.3% | +216.7% |
| All | +722.8% | +88.5% | +634.3% | +690.4% |
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