-8.1%
GLD vs TRGP
+75.3%
-83.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.4% | -2.7% |
| 7D | -5.5% | +9.0% | -14.5% | -4.9% |
| 30D | -7.0% | +1.5% | -8.5% | -7.0% |
| 3M | -12.4% | +10.7% | -23.1% | -12.2% |
| 6M | -18.0% | +17.1% | -35.2% | -18.7% |
| YTD | -10.5% | +63.6% | -74.1% | -19.3% |
| 1Y | -8.1% | +77.0% | -85.0% | -18.4% |
| All | -8.1% | +75.3% | -83.4% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling