+722.8%
GLD vs TRI
+455.2%
+267.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -2.0% | -7.2% | +5.2% | -1.8% |
| 30D | -4.4% | +4.4% | -8.8% | -4.6% |
| 3M | -8.9% | +4.5% | -13.4% | -9.1% |
| 6M | -16.0% | +23.7% | -39.7% | -16.8% |
| YTD | -7.9% | -14.4% | +6.5% | -7.4% |
| 1Y | -3.9% | -17.4% | +13.5% | -3.2% |
| 3Y | +103.4% | -11.0% | +114.4% | +103.8% |
| 5Y | +109.7% | +0.7% | +109.0% | +108.4% |
| 10Y | +211.8% | +224.0% | -12.2% | +193.8% |
| All | +722.8% | +455.2% | +267.6% | +631.9% |
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