+2.8%
GLD vs TNA
+37.5%
-34.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.4% | -0.7% | +2.8% |
| 7D | -0.3% | +2.4% | -2.7% | -0.8% |
| 30D | -1.9% | -0.9% | -1.0% | -1.8% |
| 3M | -0.4% | -19.2% | +18.8% | +3.7% |
| 6M | -10.2% | -0.8% | -9.3% | -10.6% |
| YTD | -6.0% | +33.2% | -39.2% | -10.8% |
| 1Y | +2.8% | +38.5% | -35.7% | -2.9% |
| All | +2.8% | +37.5% | -34.7% | -2.9% |
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