-18.0%
GLD vs TNA
-13.2%
-4.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.1% | -1.8% |
| 7D | -5.5% | +7.7% | -13.2% | -7.0% |
| 30D | -7.0% | -0.7% | -6.3% | -7.5% |
| 3M | -12.4% | -25.4% | +13.0% | -6.8% |
| 6M | -18.0% | -11.8% | -6.2% | -17.4% |
| All | -18.0% | -13.2% | -4.8% | -17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling