+237.5%
GLD vs TRU
+251.7%
-14.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.8% |
| 7D | +4.9% | +4.9% | 0.0% | +4.8% |
| 30D | -1.3% | +26.9% | -28.2% | -1.8% |
| 3M | -4.8% | +4.0% | -8.8% | -4.9% |
| 6M | -12.5% | +15.8% | -28.3% | -12.9% |
| YTD | -4.2% | -2.6% | -1.6% | -4.4% |
| 1Y | +3.0% | +3.9% | -0.8% | +2.7% |
| 3Y | +109.1% | +59.2% | +49.9% | +105.8% |
| 5Y | +121.6% | -25.7% | +147.2% | +118.6% |
| 10Y | +212.2% | +179.3% | +32.9% | +221.9% |
| All | +237.5% | +251.7% | -14.1% | +250.0% |
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