+205.0%
GLD vs TT
+764.8%
-559.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.9% |
| 7D | +4.7% | -2.0% | +6.7% | +4.8% |
| 30D | -0.9% | -14.0% | +13.1% | -0.2% |
| 3M | -4.4% | -15.9% | +11.5% | -3.7% |
| 6M | -13.6% | -17.3% | +3.8% | -12.9% |
| YTD | -6.0% | +4.0% | -10.0% | -5.8% |
| 1Y | +1.8% | -7.1% | +8.9% | +2.1% |
| 3Y | +103.2% | +90.2% | +12.9% | +101.5% |
| 5Y | +119.3% | +131.1% | -11.8% | +116.7% |
| All | +205.0% | +764.8% | -559.8% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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