+104.8%
GLD vs TMF
-25.2%
+130.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | +1.9% | +2.7% | -0.8% | +1.7% |
| 30D | -1.8% | +19.3% | -21.1% | -3.1% |
| 3M | -3.6% | -3.7% | 0.0% | -3.5% |
| 6M | -10.2% | -11.3% | +1.1% | -9.7% |
| YTD | -5.3% | -16.6% | +11.3% | -4.4% |
| 1Y | +2.5% | -21.1% | +23.6% | +3.7% |
| All | +104.8% | -25.2% | +130.0% | +107.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling