+218.2%
GLD vs TRV
+288.8%
-70.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +0.1% | +0.2% | 0.0% | +0.1% |
| 30D | +0.2% | -2.3% | +2.5% | +0.2% |
| 3M | +3.2% | +22.7% | -19.5% | +2.9% |
| 6M | -14.6% | +21.9% | -36.6% | -14.9% |
| YTD | +1.8% | +27.5% | -25.7% | +1.4% |
| 1Y | +20.7% | +36.2% | -15.5% | +20.2% |
| 3Y | +126.5% | +140.6% | -14.1% | +123.7% |
| 5Y | +140.0% | +154.5% | -14.5% | +136.8% |
| 10Y | +218.2% | +295.4% | -77.2% | +218.1% |
| All | +218.2% | +288.8% | -70.6% | +218.1% |
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