+462.9%
GLD vs TNA
+1,004.3%
-541.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -0.9% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +4.4% | -4.9% | +9.3% | +4.5% |
| 3M | -1.1% | +0.4% | -1.5% | -1.1% |
| 6M | -13.8% | +32.5% | -46.3% | -14.4% |
| YTD | +2.6% | +53.7% | -51.1% | +1.6% |
| 1Y | +24.5% | +65.1% | -40.6% | +23.1% |
| 3Y | +125.8% | +98.4% | +27.4% | +121.0% |
| 5Y | +137.8% | -22.5% | +160.3% | +134.0% |
| 10Y | +221.4% | +82.5% | +138.9% | +206.1% |
| All | +462.9% | +1,004.3% | -541.4% | +377.5% |
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 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