+337.6%
GLD vs TMF
-69.1%
+406.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.4% |
| 6M | -10.2% | -11.3% | +1.1% | -9.6% |
| YTD | -5.3% | -16.6% | +11.3% | -4.2% |
| 1Y | +2.5% | -21.1% | +23.6% | +4.0% |
| 3Y | +103.2% | -26.8% | +130.0% | +104.9% |
| 5Y | +121.1% | -88.0% | +209.1% | +147.8% |
| 10Y | +201.9% | -84.7% | +286.6% | +224.6% |
| All | +337.6% | -69.1% | +406.7% | +369.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling