+121.6%
GLD vs TMF
-88.4%
+210.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +4.9% | +0.6% | +4.3% | +4.9% |
| 30D | -1.3% | +16.3% | -17.6% | -2.6% |
| 3M | -4.8% | -2.7% | -2.1% | -4.6% |
| 6M | -12.5% | -13.2% | +0.7% | -11.6% |
| YTD | -4.2% | -16.7% | +12.4% | -3.0% |
| 1Y | +3.0% | -22.7% | +25.8% | +4.9% |
| 3Y | +109.1% | -26.1% | +135.2% | +110.8% |
| 5Y | +121.6% | -88.4% | +210.0% | +149.9% |
| All | +121.6% | -88.4% | +210.0% | +149.9% |
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