+213.1%
GLD vs TRGP
+868.8%
-655.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -3.4% | -0.6% | -2.8% | -3.4% |
| 30D | -1.1% | +10.0% | -11.1% | -1.3% |
| 3M | +5.8% | +7.6% | -1.8% | +5.6% |
| 6M | -17.1% | +26.8% | -43.8% | -17.5% |
| YTD | 0.0% | +60.6% | -60.5% | -1.0% |
| 1Y | +18.2% | +82.5% | -64.3% | +16.6% |
| 3Y | +122.6% | +265.0% | -142.4% | +116.6% |
| 5Y | +137.1% | +645.9% | -508.8% | +128.7% |
| All | +213.1% | +868.8% | -655.7% | +195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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