+218.2%
GLD vs TD
+295.5%
-77.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +1.0% |
| 7D | +0.1% | -1.9% | +2.1% | +0.3% |
| 30D | +0.2% | -1.6% | +1.8% | +0.3% |
| 3M | +3.2% | +4.6% | -1.4% | +2.9% |
| 6M | -14.6% | +26.8% | -41.5% | -15.8% |
| YTD | +1.8% | +28.3% | -26.5% | +0.4% |
| 1Y | +20.7% | +60.4% | -39.7% | +18.0% |
| 3Y | +126.5% | +125.7% | +0.8% | +118.4% |
| 5Y | +140.0% | +122.4% | +17.7% | +131.4% |
| 10Y | +218.2% | +297.1% | -78.9% | +205.3% |
| All | +218.2% | +295.5% | -77.3% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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