+638.0%
GLD vs TDG
+13,257.8%
-12,619.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -0.5% | -2.0% | +1.5% | -0.5% |
| 30D | +4.4% | -7.4% | +11.8% | +4.5% |
| 3M | -1.1% | -5.4% | +4.3% | -1.0% |
| 6M | -13.8% | -11.6% | -2.1% | -13.7% |
| YTD | +2.6% | -12.6% | +15.3% | +2.7% |
| 1Y | +24.5% | -9.3% | +33.9% | +24.5% |
| 3Y | +125.8% | +49.2% | +76.7% | +124.6% |
| 5Y | +137.8% | +132.1% | +5.6% | +135.4% |
| 10Y | +221.4% | +544.8% | -323.5% | +215.8% |
| All | +638.0% | +13,257.8% | -12,619.8% | +554.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling