+121.6%
GLD vs TRGP
+426.9%
-305.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +1.7% |
| 7D | +4.9% | -7.2% | +12.1% | +5.2% |
| 30D | -1.3% | -4.2% | +2.9% | -1.3% |
| 3M | -4.8% | +7.0% | -11.7% | -5.3% |
| 6M | -12.5% | +11.2% | -23.7% | -13.4% |
| YTD | -4.2% | +51.1% | -55.3% | -7.4% |
| 1Y | +3.0% | +62.0% | -59.0% | -0.8% |
| 3Y | +109.1% | +248.2% | -139.1% | +88.0% |
| 5Y | +121.6% | +432.4% | -310.8% | +95.8% |
| All | +121.6% | +426.9% | -305.3% | +95.8% |
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