+732.3%
GLD vs TRI
+453.1%
+279.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +2.8% | -1.6% | +4.4% | +2.9% |
| 30D | -4.0% | +5.0% | -9.0% | -4.1% |
| 3M | -8.2% | +4.6% | -12.8% | -8.5% |
| 6M | -14.8% | +18.3% | -33.1% | -15.6% |
| YTD | -6.8% | -14.7% | +7.9% | -6.3% |
| 1Y | -2.4% | -16.7% | +14.3% | -1.8% |
| 3Y | +105.8% | -11.3% | +117.1% | +106.2% |
| 5Y | +113.3% | -0.6% | +113.9% | +112.1% |
| 10Y | +208.4% | +220.2% | -11.8% | +190.7% |
| All | +732.3% | +453.1% | +279.2% | +640.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling