+142.5%
GLD vs TRGP
+621.9%
-479.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.8% |
| 7D | -0.5% | +0.8% | -1.3% | -0.6% |
| 30D | +4.4% | +11.5% | -7.1% | +3.7% |
| 3M | -1.1% | +9.0% | -10.1% | -1.7% |
| 6M | -13.8% | +20.5% | -34.3% | -15.0% |
| YTD | +2.6% | +59.5% | -56.9% | -0.8% |
| 1Y | +24.5% | +77.9% | -53.4% | +19.4% |
| 3Y | +125.8% | +253.6% | -127.7% | +103.9% |
| All | +142.5% | +621.9% | -479.3% | +115.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling