+18.2%
GLD vs TDG
-14.3%
+32.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -3.4% | -2.7% | -0.7% | -3.2% |
| 30D | -1.1% | -9.3% | +8.1% | -0.6% |
| 3M | +5.8% | -7.1% | +12.9% | +6.1% |
| 6M | -17.1% | -11.2% | -5.9% | -17.5% |
| YTD | 0.0% | -15.3% | +15.3% | -3.7% |
| 1Y | +18.2% | -12.5% | +30.7% | +12.7% |
| All | +18.2% | -14.3% | +32.5% | +12.7% |
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