+24.5%
GLD vs TNA
+70.0%
-45.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.0% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +4.4% | -4.9% | +9.3% | +5.3% |
| 3M | -1.1% | +0.4% | -1.5% | -1.6% |
| 6M | -13.8% | +32.5% | -46.3% | -18.4% |
| YTD | +2.6% | +53.7% | -51.1% | -4.6% |
| 1Y | +24.5% | +65.1% | -40.6% | +15.4% |
| All | +24.5% | +70.0% | -45.5% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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