+206.1%
GLD vs TD
+300.0%
-93.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -4.6% | +1.1% | -5.7% | -4.7% |
| 30D | -5.5% | +5.2% | -10.7% | -5.8% |
| 3M | -10.9% | +1.2% | -12.1% | -11.0% |
| 6M | -17.4% | +17.7% | -35.2% | -18.3% |
| YTD | -10.3% | +34.2% | -44.5% | -11.8% |
| 1Y | -7.2% | +55.4% | -62.6% | -9.3% |
| 3Y | +96.9% | +130.4% | -33.5% | +89.3% |
| 5Y | +103.8% | +101.8% | +1.9% | +95.7% |
| All | +206.1% | +300.0% | -93.9% | +194.2% |
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