+138.9%
GLD vs TRI
-7.1%
+146.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -1.7% |
| 7D | +0.7% | -7.1% | +7.8% | +0.7% |
| 30D | +0.3% | -2.3% | +2.6% | +0.3% |
| 3M | +0.6% | +19.6% | -19.0% | +0.4% |
| 6M | -15.6% | -8.7% | -6.9% | -15.1% |
| YTD | +0.9% | -22.3% | +23.1% | +3.1% |
| 1Y | +19.4% | -40.7% | +60.1% | +25.3% |
| 3Y | +124.5% | -17.8% | +142.2% | +127.5% |
| 5Y | +138.9% | -8.5% | +147.4% | +141.5% |
| All | +138.9% | -7.1% | +146.0% | +141.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling