+261.8%
GLD vs TRU
+238.0%
+23.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.9% | +5.1% | -0.7% |
| 7D | -0.5% | -6.8% | +6.2% | -0.4% |
| 30D | +4.4% | 0.0% | +4.4% | +4.4% |
| 3M | -1.1% | +13.3% | -14.4% | -1.4% |
| 6M | -13.8% | +3.4% | -17.2% | -13.9% |
| YTD | +2.6% | -6.4% | +9.0% | +2.6% |
| 1Y | +24.5% | -9.7% | +34.2% | +24.5% |
| 3Y | +125.8% | +0.1% | +125.7% | +124.2% |
| 5Y | +137.8% | -34.0% | +171.8% | +135.0% |
| 10Y | +221.4% | +147.9% | +73.5% | +230.2% |
| All | +261.8% | +238.0% | +23.8% | +275.7% |
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