+205.6%
GLD vs TPR
+365.1%
-159.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | -5.5% | -1.1% | -4.3% | -5.5% |
| 30D | -7.0% | +15.1% | -22.1% | -7.2% |
| 3M | -12.4% | -13.4% | +1.0% | -12.2% |
| 6M | -18.0% | +1.4% | -19.4% | -18.1% |
| YTD | -10.5% | +4.8% | -15.2% | -10.5% |
| 1Y | -8.1% | +29.2% | -37.3% | -8.2% |
| 3Y | +97.7% | +403.7% | -306.0% | +95.7% |
| 5Y | +103.4% | +230.8% | -127.4% | +101.3% |
| All | +205.6% | +365.1% | -159.4% | +195.2% |
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