+140.0%
GLD vs TMO
+7.0%
+133.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +0.2% | +1.0% | -0.8% | +0.2% |
| 3M | +3.2% | +22.7% | -19.5% | +2.0% |
| 6M | -14.6% | +19.0% | -33.6% | -15.6% |
| YTD | +1.8% | +4.7% | -3.0% | +1.3% |
| 1Y | +20.7% | +26.0% | -5.3% | +19.1% |
| 3Y | +126.5% | +18.0% | +108.5% | +124.8% |
| 5Y | +140.0% | +8.0% | +132.1% | +141.1% |
| All | +140.0% | +7.0% | +133.0% | +141.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling