+213.1%
GLD vs TRI
+191.2%
+21.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.7% |
| 7D | -3.4% | -14.4% | +11.0% | -3.1% |
| 30D | -1.1% | -8.1% | +7.0% | -1.0% |
| 3M | +5.8% | +17.5% | -11.7% | +5.2% |
| 6M | -17.1% | -5.0% | -12.1% | -17.0% |
| YTD | 0.0% | -24.7% | +24.7% | +1.5% |
| 1Y | +18.2% | -41.5% | +59.7% | +22.2% |
| 3Y | +122.6% | -20.3% | +142.9% | +124.8% |
| 5Y | +137.1% | -10.9% | +148.0% | +137.2% |
| All | +213.1% | +191.2% | +21.9% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling