+140.0%
GLD vs TNA
-22.1%
+162.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.1% | +1.1% |
| 7D | +0.1% | -3.6% | +3.7% | +0.3% |
| 30D | +0.2% | -10.1% | +10.3% | +0.7% |
| 3M | +3.2% | +2.7% | +0.5% | +3.0% |
| 6M | -14.6% | +38.4% | -53.0% | -15.8% |
| YTD | +1.8% | +45.4% | -43.7% | +0.2% |
| 1Y | +20.7% | +55.9% | -35.2% | +18.5% |
| 3Y | +126.5% | +109.8% | +16.7% | +118.7% |
| 5Y | +140.0% | -22.5% | +162.6% | +130.5% |
| All | +140.0% | -22.1% | +162.2% | +130.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling