+113.3%
GLD vs TRV
+179.5%
-66.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.7% |
| 7D | +2.8% | +1.4% | +1.5% | +2.8% |
| 30D | -4.0% | +8.7% | -12.6% | -4.0% |
| 3M | -8.2% | +7.1% | -15.3% | -8.3% |
| 6M | -14.8% | +35.5% | -50.3% | -15.1% |
| YTD | -6.8% | +39.7% | -46.5% | -7.1% |
| 1Y | -2.4% | +44.1% | -46.5% | -2.8% |
| 3Y | +105.8% | +148.1% | -42.4% | +104.0% |
| 5Y | +113.3% | +178.6% | -65.2% | +114.0% |
| All | +113.3% | +179.5% | -66.2% | +114.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling