+218.2%
GLD vs TRU
+146.7%
+71.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | +0.1% | -6.5% | +6.6% | +0.3% |
| 30D | +0.2% | -2.5% | +2.7% | +0.3% |
| 3M | +3.2% | +10.4% | -7.1% | +2.9% |
| 6M | -14.6% | +1.6% | -16.3% | -14.8% |
| YTD | +1.8% | -9.7% | +11.5% | +1.9% |
| 1Y | +20.7% | -17.3% | +38.0% | +21.1% |
| 3Y | +126.5% | -1.8% | +128.3% | +124.3% |
| 5Y | +140.0% | -36.2% | +176.3% | +138.1% |
| 10Y | +218.2% | +143.2% | +75.0% | +208.6% |
| All | +218.2% | +146.7% | +71.6% | +208.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling