+128.5%
GLD vs TD
+128.3%
+0.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.5% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | +4.4% | +0.4% | +4.0% | +4.3% |
| 3M | -1.1% | +7.6% | -8.7% | -2.8% |
| 6M | -13.8% | +25.0% | -38.8% | -18.0% |
| YTD | +2.6% | +31.0% | -28.4% | -3.1% |
| 1Y | +24.5% | +65.2% | -40.7% | +13.7% |
| All | +128.5% | +128.3% | +0.1% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling