+228.5%
GLD vs TRU
+247.6%
-19.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.7% |
| 7D | +2.8% | +4.6% | -1.8% | +2.7% |
| 30D | -4.0% | +25.4% | -29.4% | -4.4% |
| 3M | -8.2% | +4.0% | -12.2% | -8.4% |
| 6M | -14.8% | +14.5% | -29.3% | -15.2% |
| YTD | -6.8% | -3.7% | -3.1% | -6.9% |
| 1Y | -2.4% | +2.8% | -5.2% | -2.7% |
| 3Y | +105.8% | +58.5% | +47.2% | +102.5% |
| 5Y | +113.3% | -25.0% | +138.4% | +110.5% |
| 10Y | +208.4% | +186.0% | +22.4% | +218.8% |
| All | +228.5% | +247.6% | -19.1% | +240.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling