+132.9%
GLD vs TPG
+71.4%
+61.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.3% | -1.6% |
| 7D | -3.4% | -11.8% | +8.4% | -3.1% |
| 30D | -1.1% | -6.3% | +5.1% | -1.0% |
| 3M | +5.8% | +13.6% | -7.8% | +5.4% |
| 6M | -17.1% | +13.8% | -30.9% | -17.4% |
| YTD | 0.0% | -23.7% | +23.7% | +0.1% |
| 1Y | +18.2% | -18.2% | +36.4% | +18.1% |
| 3Y | +122.6% | +80.1% | +42.4% | +117.4% |
| All | +132.9% | +71.4% | +61.6% | +127.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling