+206.1%
GLD vs TPR
+364.3%
-158.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -4.6% | -0.3% | -4.3% | -4.6% |
| 30D | -5.5% | +15.1% | -20.6% | -5.7% |
| 3M | -10.9% | +3.5% | -14.4% | -11.0% |
| 6M | -17.4% | +0.4% | -17.9% | -17.5% |
| YTD | -10.3% | +4.6% | -14.9% | -10.3% |
| 1Y | -7.2% | +33.1% | -40.3% | -7.4% |
| 3Y | +96.9% | +396.0% | -299.1% | +94.9% |
| 5Y | +103.8% | +230.3% | -126.5% | +101.6% |
| All | +206.1% | +364.3% | -158.2% | +195.7% |
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