+108.9%
GLD vs TPG
+78.3%
+30.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | -4.6% | +5.0% | -9.6% | -4.7% |
| 30D | -5.5% | +15.7% | -21.1% | -5.9% |
| 3M | -10.9% | -10.6% | -0.3% | -10.7% |
| 6M | -17.4% | +15.9% | -33.4% | -17.8% |
| YTD | -10.3% | -20.6% | +10.3% | -10.4% |
| 1Y | -7.2% | -11.8% | +4.6% | -7.4% |
| 3Y | +96.9% | +71.6% | +25.4% | +92.3% |
| All | +108.9% | +78.3% | +30.6% | +103.3% |
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 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