-2.4%
GLD vs TPR
+31.0%
-33.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.6% |
| 7D | +2.8% | +12.1% | -9.3% | +1.3% |
| 30D | -4.0% | +16.7% | -20.6% | -5.9% |
| 3M | -8.2% | -17.4% | +9.1% | -6.3% |
| 6M | -14.8% | +2.3% | -17.1% | -15.5% |
| YTD | -6.8% | +7.1% | -13.9% | -5.5% |
| 1Y | -2.4% | +29.5% | -31.9% | -2.4% |
| All | -2.4% | +31.0% | -33.4% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling