+121.1%
GLD vs TPR
+255.9%
-134.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.3% | +0.5% |
| 7D | +1.9% | +13.9% | -12.0% | +1.3% |
| 30D | -1.8% | +14.9% | -16.7% | -2.3% |
| 3M | -3.6% | -15.4% | +11.8% | -3.2% |
| 6M | -10.2% | -4.5% | -5.8% | -10.2% |
| YTD | -5.3% | +6.0% | -11.2% | -5.4% |
| 1Y | +2.5% | +24.3% | -21.9% | +1.9% |
| 3Y | +103.2% | +412.8% | -309.6% | +96.1% |
| 5Y | +121.1% | +258.4% | -137.4% | +111.3% |
| All | +121.1% | +255.9% | -134.9% | +111.3% |
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