+134.4%
GLD vs TPG
+74.1%
+60.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.6% |
| 7D | -2.0% | -9.4% | +7.5% | -1.7% |
| 30D | -1.5% | -5.3% | +3.7% | -1.4% |
| 3M | +3.2% | +12.9% | -9.7% | +2.9% |
| 6M | -16.3% | +20.1% | -36.4% | -16.6% |
| YTD | +0.6% | -22.5% | +23.1% | +0.6% |
| 1Y | +19.1% | -19.7% | +38.8% | +19.0% |
| 3Y | +123.5% | +81.2% | +42.3% | +118.2% |
| All | +134.4% | +74.1% | +60.2% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 10y: compounded portfolio wealth divided by compounded TPG 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…
10y analysis · Full analysis span regression · 6 months rolling