+205.6%
GLD vs TRGP
+819.3%
-613.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.4% | -2.8% |
| 7D | -5.5% | +9.0% | -14.5% | -5.6% |
| 30D | -7.0% | +1.5% | -8.5% | -7.1% |
| 3M | -12.4% | +10.7% | -23.1% | -12.6% |
| 6M | -18.0% | +17.1% | -35.2% | -18.3% |
| YTD | -10.5% | +63.6% | -74.1% | -11.4% |
| 1Y | -8.1% | +77.0% | -85.0% | -9.2% |
| 3Y | +97.7% | +273.2% | -175.5% | +92.4% |
| 5Y | +103.4% | +508.6% | -405.2% | +96.6% |
| All | +205.6% | +819.3% | -613.6% | +194.1% |
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