+334.1%
GLD vs TMF
-69.2%
+403.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +4.7% | +1.2% | +3.5% | +4.6% |
| 30D | -0.9% | +19.7% | -20.6% | -2.2% |
| 3M | -4.4% | -2.1% | -2.3% | -4.3% |
| 6M | -13.6% | -13.4% | -0.1% | -12.8% |
| YTD | -6.0% | -16.7% | +10.7% | -5.0% |
| 1Y | +1.8% | -23.3% | +25.1% | +3.5% |
| 3Y | +103.2% | -24.8% | +128.0% | +104.5% |
| 5Y | +119.3% | -88.0% | +207.4% | +145.9% |
| 10Y | +199.5% | -84.7% | +284.2% | +222.0% |
| All | +334.1% | -69.2% | +403.3% | +365.9% |
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 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