+24.5%
GLD vs TRU
-7.3%
+31.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | -0.9% |
| 7D | -0.5% | -6.8% | +6.2% | -0.5% |
| 30D | +4.4% | 0.0% | +4.4% | +4.4% |
| 3M | -1.1% | +13.3% | -14.4% | -1.1% |
| 6M | -13.8% | +3.4% | -17.2% | -14.2% |
| YTD | +2.6% | -6.4% | +9.0% | +2.2% |
| 1Y | +24.5% | -9.7% | +34.2% | +23.5% |
| All | +24.5% | -7.3% | +31.8% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling