+206.1%
GLD vs TRV
+350.6%
-144.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -4.6% | +2.0% | -6.6% | -4.6% |
| 30D | -5.5% | +6.7% | -12.2% | -5.5% |
| 3M | -10.9% | +9.4% | -20.3% | -11.0% |
| 6M | -17.4% | +37.7% | -55.2% | -17.8% |
| YTD | -10.3% | +40.6% | -50.9% | -10.8% |
| 1Y | -7.2% | +42.4% | -49.6% | -7.6% |
| 3Y | +96.9% | +148.1% | -51.2% | +94.2% |
| 5Y | +103.8% | +181.7% | -77.9% | +100.5% |
| All | +206.1% | +350.6% | -144.4% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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