+172.9%
GLD vs TRGP
+2,035.2%
-1,862.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.8% |
| 7D | +4.7% | -16.0% | +20.7% | +5.0% |
| 30D | -0.9% | -6.4% | +5.6% | -0.8% |
| 3M | -4.4% | -1.0% | -3.4% | -4.4% |
| 6M | -13.6% | +7.0% | -20.5% | -13.7% |
| YTD | -6.0% | +46.1% | -52.1% | -6.8% |
| 1Y | +1.8% | +58.7% | -56.9% | +0.8% |
| 3Y | +103.2% | +221.9% | -118.7% | +98.6% |
| 5Y | +119.3% | +419.9% | -300.5% | +112.8% |
| 10Y | +199.5% | +769.8% | -570.3% | +186.0% |
| All | +172.9% | +2,035.2% | -1,862.3% | +156.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling