+121.1%
GLD vs TMF
-87.8%
+208.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | +1.9% | +2.7% | -0.8% | +1.6% |
| 30D | -1.8% | +19.3% | -21.1% | -3.3% |
| 3M | -3.6% | -3.7% | 0.0% | -3.4% |
| 6M | -10.2% | -11.3% | +1.1% | -9.5% |
| YTD | -5.3% | -16.6% | +11.3% | -4.1% |
| 1Y | +2.5% | -21.1% | +23.6% | +4.1% |
| 3Y | +103.2% | -26.8% | +130.0% | +104.9% |
| 5Y | +121.1% | -88.0% | +209.1% | +149.3% |
| All | +121.1% | -87.8% | +208.9% | +149.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling