+216.0%
GLD vs TMF
-86.8%
+302.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -0.5% | -1.4% | +0.9% | -0.4% |
| 30D | +4.4% | -2.8% | +7.2% | +4.6% |
| 3M | -1.1% | -10.9% | +9.8% | -0.1% |
| 6M | -13.8% | -21.3% | +7.5% | -12.0% |
| YTD | +2.6% | -15.9% | +18.5% | +4.1% |
| 1Y | +24.5% | -15.7% | +40.3% | +26.1% |
| 3Y | +125.8% | -43.4% | +169.2% | +133.2% |
| 5Y | +137.8% | -87.8% | +225.6% | +177.5% |
| All | +216.0% | -86.8% | +302.8% | +244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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