+198.0%
GLD vs TRGP
+2,231.3%
-2,033.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.8% |
| 7D | -0.5% | +0.8% | -1.3% | -0.5% |
| 30D | +4.4% | +11.5% | -7.1% | +4.2% |
| 3M | -1.1% | +9.0% | -10.1% | -1.3% |
| 6M | -13.8% | +20.5% | -34.3% | -14.1% |
| YTD | +2.6% | +59.5% | -56.9% | +1.7% |
| 1Y | +24.5% | +77.9% | -53.4% | +23.1% |
| 3Y | +125.8% | +253.6% | -127.7% | +120.5% |
| 5Y | +137.8% | +615.5% | -477.7% | +129.9% |
| 10Y | +221.4% | +897.1% | -675.7% | +206.4% |
| All | +198.0% | +2,231.3% | -2,033.3% | +180.2% |
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