-8.1%
GLD vs TT
+0.9%
-9.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -5.5% | +8.1% | -13.5% | -7.4% |
| 30D | -7.0% | -11.3% | +4.3% | -4.0% |
| 3M | -12.4% | -11.2% | -1.2% | -9.7% |
| 6M | -18.0% | -8.9% | -9.1% | -16.5% |
| YTD | -10.5% | +9.7% | -20.2% | -10.7% |
| 1Y | -8.1% | +1.3% | -9.3% | -8.3% |
| All | -8.1% | +0.9% | -9.0% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling