+138.9%
GLD vs TRU
-35.2%
+174.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.7% |
| 7D | +0.7% | -7.2% | +7.9% | +1.0% |
| 30D | +0.3% | -2.8% | +3.1% | +0.4% |
| 3M | +0.6% | +13.0% | -12.4% | +0.2% |
| 6M | -15.6% | +0.7% | -16.3% | -15.7% |
| YTD | +0.9% | -9.0% | +9.9% | +0.9% |
| 1Y | +19.4% | -16.3% | +35.7% | +19.7% |
| 3Y | +124.5% | -1.1% | +125.5% | +121.7% |
| 5Y | +138.9% | -36.0% | +174.9% | +127.7% |
| All | +138.9% | -35.2% | +174.2% | +127.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling