-2.4%
GLD vs TD
+55.9%
-58.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | +2.8% | -0.7% | +3.5% | +3.0% |
| 30D | -4.0% | +7.6% | -11.6% | -7.2% |
| 3M | -8.2% | +3.0% | -11.3% | -9.7% |
| 6M | -14.8% | +16.8% | -31.7% | -22.1% |
| YTD | -6.8% | +34.3% | -41.1% | -20.8% |
| 1Y | -2.4% | +56.0% | -58.4% | -20.0% |
| All | -2.4% | +55.9% | -58.3% | -20.0% |
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