+118.6%
GLD vs TD
+101.6%
+16.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +4.7% | -1.7% | +6.4% | +5.0% |
| 30D | -0.9% | +8.2% | -9.1% | -2.2% |
| 3M | -4.4% | +1.7% | -6.1% | -4.7% |
| 6M | -13.6% | +14.2% | -27.8% | -15.4% |
| YTD | -6.0% | +32.8% | -38.8% | -9.9% |
| 1Y | +1.8% | +55.5% | -53.7% | -4.2% |
| 3Y | +103.2% | +129.6% | -26.5% | +82.4% |
| All | +118.6% | +101.6% | +16.9% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling