+19.4%
GLD vs TD
+63.7%
-44.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | +0.7% | +0.9% | -0.1% | +0.4% |
| 30D | +0.3% | -0.7% | +1.0% | +0.5% |
| 3M | +0.6% | +6.3% | -5.6% | -2.7% |
| 6M | -15.6% | +27.9% | -43.5% | -24.9% |
| YTD | +0.9% | +29.8% | -29.0% | -10.5% |
| 1Y | +19.4% | +63.7% | -44.3% | +1.5% |
| All | +19.4% | +63.7% | -44.4% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling