+140.0%
GLD vs TDY
+33.5%
+106.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | +0.1% | -1.8% | +2.0% | +0.4% |
| 30D | +0.2% | -13.8% | +14.0% | +2.2% |
| 3M | +3.2% | -3.9% | +7.1% | +3.7% |
| 6M | -14.6% | -9.0% | -5.6% | -13.7% |
| YTD | +1.8% | +16.5% | -14.8% | +0.7% |
| 1Y | +20.7% | +9.3% | +11.5% | +20.0% |
| 3Y | +126.5% | +45.1% | +81.4% | +119.4% |
| 5Y | +140.0% | +35.0% | +105.1% | +132.0% |
| All | +140.0% | +33.5% | +106.6% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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