+142.5%
GLD vs TPR
+239.8%
-97.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.5% | -2.3% | +1.8% | -0.4% |
| 30D | +4.4% | -23.0% | +27.4% | +5.3% |
| 3M | -1.1% | -12.5% | +11.4% | -0.7% |
| 6M | -13.8% | -21.4% | +7.6% | -13.3% |
| YTD | +2.6% | -3.5% | +6.2% | +2.9% |
| 1Y | +24.5% | +17.4% | +7.2% | +24.4% |
| 3Y | +125.8% | +291.3% | -165.4% | +120.3% |
| All | +142.5% | +239.8% | -97.3% | +134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling