+699.7%
GLD vs TRV
+1,748.0%
-1,048.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -2.8% |
| 7D | -5.5% | +0.1% | -5.6% | -5.5% |
| 30D | -7.0% | +8.0% | -15.0% | -6.9% |
| 3M | -12.4% | +9.3% | -21.6% | -12.3% |
| 6M | -18.0% | +36.2% | -54.2% | -17.7% |
| YTD | -10.5% | +40.6% | -51.0% | -10.1% |
| 1Y | -8.1% | +43.1% | -51.1% | -7.7% |
| 3Y | +97.7% | +149.6% | -51.9% | +99.9% |
| 5Y | +103.4% | +181.6% | -78.2% | +106.3% |
| 10Y | +203.1% | +352.5% | -149.5% | +210.4% |
| All | +699.7% | +1,748.0% | -1,048.3% | +757.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling