+212.2%
GLD vs TPR
+403.1%
-190.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.8% |
| 7D | +4.9% | +12.7% | -7.7% | +4.7% |
| 30D | -1.3% | +17.1% | -18.4% | -1.6% |
| 3M | -4.8% | -15.9% | +11.1% | -4.6% |
| 6M | -12.5% | +2.6% | -15.1% | -12.6% |
| YTD | -4.2% | +7.5% | -11.7% | -4.3% |
| 1Y | +3.0% | +32.9% | -29.9% | +2.8% |
| 3Y | +109.1% | +413.8% | -304.7% | +107.0% |
| 5Y | +121.6% | +263.9% | -142.3% | +119.3% |
| 10Y | +212.2% | +389.7% | -177.5% | +202.6% |
| All | +212.2% | +403.1% | -190.9% | +202.6% |
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