+205.0%
GLD vs TPR
+383.4%
-178.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.8% |
| 7D | +4.7% | +14.2% | -9.5% | +4.5% |
| 30D | -0.9% | +17.1% | -18.0% | -1.2% |
| 3M | -4.4% | -17.7% | +13.3% | -4.2% |
| 6M | -13.6% | -10.2% | -3.4% | -13.5% |
| YTD | -6.0% | +4.9% | -10.9% | -6.0% |
| 1Y | +1.8% | +36.1% | -34.4% | +1.5% |
| 3Y | +103.2% | +416.5% | -313.3% | +101.2% |
| 5Y | +119.3% | +254.8% | -135.5% | +117.1% |
| All | +205.0% | +383.4% | -178.4% | +196.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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