+24.5%
GLD vs TDG
-9.4%
+33.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -0.5% | -2.0% | +1.5% | -0.4% |
| 30D | +4.4% | -7.4% | +11.8% | +4.8% |
| 3M | -1.1% | -5.4% | +4.3% | -0.8% |
| 6M | -13.8% | -11.6% | -2.1% | -15.1% |
| YTD | +2.6% | -12.6% | +15.3% | -1.2% |
| 1Y | +24.5% | -9.3% | +33.9% | +19.0% |
| All | +24.5% | -9.4% | +33.9% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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