+213.1%
GLD vs TMO
+333.5%
-120.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -3.4% | -2.5% | -0.9% | -3.2% |
| 30D | -1.1% | -0.3% | -0.8% | -1.1% |
| 3M | +5.8% | +25.3% | -19.4% | +4.4% |
| 6M | -17.1% | +20.9% | -37.9% | -18.0% |
| YTD | 0.0% | +4.3% | -4.3% | -0.4% |
| 1Y | +18.2% | +27.0% | -8.8% | +16.5% |
| 3Y | +122.6% | +17.5% | +105.1% | +120.0% |
| 5Y | +137.1% | +6.9% | +130.1% | +134.6% |
| All | +213.1% | +333.5% | -120.3% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 10y: compounded portfolio wealth divided by compounded TMO 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…
10y analysis · Full analysis span regression · 6 months rolling