+746.1%
GLD vs TT
+2,317.0%
-1,570.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.2% | +1.0% |
| 7D | +1.9% | -9.0% | +10.8% | +2.2% |
| 30D | -1.8% | -17.6% | +15.9% | -1.1% |
| 3M | -3.6% | -18.7% | +15.0% | -3.0% |
| 6M | -10.2% | -17.4% | +7.2% | -9.7% |
| YTD | -5.3% | +1.5% | -6.8% | -5.2% |
| 1Y | +2.5% | -9.4% | +11.8% | +2.8% |
| 3Y | +103.2% | +85.1% | +18.1% | +100.0% |
| 5Y | +121.1% | +125.7% | -4.7% | +116.1% |
| 10Y | +201.9% | +757.3% | -555.5% | +184.0% |
| All | +746.1% | +2,317.0% | -1,570.9% | +656.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling