+405.4%
GLD vs TNA
+836.4%
-431.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.2% |
| 7D | -2.0% | -2.1% | +0.2% | -2.0% |
| 30D | -4.4% | +3.1% | -7.5% | -4.6% |
| 3M | -8.9% | -20.2% | +11.3% | -8.5% |
| 6M | -16.0% | -10.0% | -6.0% | -15.9% |
| YTD | -7.9% | +30.3% | -38.2% | -8.5% |
| 1Y | -3.9% | +31.1% | -35.0% | -4.5% |
| 3Y | +103.4% | +149.4% | -45.9% | +98.6% |
| 5Y | +109.7% | -42.5% | +152.2% | +107.6% |
| 10Y | +211.8% | +46.7% | +165.2% | +198.4% |
| All | +405.4% | +836.4% | -431.0% | +330.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling