+755.2%
GLD vs TD
+1,304.9%
-549.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.8% |
| 7D | +4.9% | -0.6% | +5.6% | +5.0% |
| 30D | -1.3% | +7.9% | -9.3% | -1.7% |
| 3M | -4.8% | +3.1% | -7.9% | -4.9% |
| 6M | -12.5% | +17.2% | -29.7% | -13.1% |
| YTD | -4.2% | +34.7% | -39.0% | -5.4% |
| 1Y | +3.0% | +56.9% | -53.9% | +1.2% |
| 3Y | +109.1% | +134.7% | -25.6% | +102.5% |
| 5Y | +121.6% | +104.8% | +16.8% | +115.0% |
| 10Y | +212.2% | +305.8% | -93.6% | +197.0% |
| All | +755.2% | +1,304.9% | -549.8% | +597.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling