+19.1%
GLD vs TMO
+27.4%
-8.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | -2.0% | -0.6% | -1.3% | -1.9% |
| 30D | -1.5% | +1.1% | -2.6% | -1.6% |
| 3M | +3.2% | +28.3% | -25.1% | +0.5% |
| 6M | -16.3% | +23.3% | -39.5% | -18.1% |
| YTD | +0.6% | +5.5% | -4.8% | -0.3% |
| 1Y | +19.1% | +24.5% | -5.4% | +18.5% |
| All | +19.1% | +27.4% | -8.2% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling