+124.5%
GLD vs TRV
+138.2%
-13.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.7% |
| 7D | +0.7% | +0.5% | +0.3% | +0.7% |
| 30D | +0.3% | -4.9% | +5.2% | +0.4% |
| 3M | +0.6% | +23.7% | -23.1% | +0.1% |
| 6M | -15.6% | +20.3% | -35.9% | -15.9% |
| YTD | +0.9% | +27.1% | -26.2% | +0.2% |
| 1Y | +19.4% | +35.3% | -16.0% | +18.2% |
| 3Y | +124.5% | +139.8% | -15.4% | +112.4% |
| All | +124.5% | +138.2% | -13.7% | +112.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling