+816.6%
GLD vs TLT
+90.0%
+726.6%
-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% | -1.0% | -0.9% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | +4.4% | -0.6% | +5.0% | +4.5% |
| 3M | -1.1% | -2.7% | +1.6% | -0.6% |
| 6M | -13.8% | -5.6% | -8.2% | -12.8% |
| YTD | +2.6% | -2.8% | +5.4% | +3.2% |
| 1Y | +24.5% | -1.4% | +25.9% | +24.8% |
| 3Y | +125.8% | -1.6% | +127.4% | +125.7% |
| 5Y | +137.8% | -33.8% | +171.6% | +154.4% |
| 10Y | +221.4% | -21.1% | +242.5% | +231.4% |
| All | +816.6% | +90.0% | +726.6% | +779.2% |
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 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