+537.0%
TDG vs IAU
+220.2%
+316.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -1.9% | -2.0% | +0.1% | -1.7% |
| 30D | -7.7% | -1.5% | -6.2% | -7.6% |
| 3M | -9.3% | +3.3% | -12.6% | -9.6% |
| 6M | -9.4% | -16.2% | +6.9% | -8.6% |
| YTD | -14.3% | +0.7% | -14.9% | -14.5% |
| 1Y | -11.8% | +19.2% | -31.1% | -13.3% |
| 3Y | +52.0% | +124.4% | -72.4% | +40.0% |
| 5Y | +128.8% | +140.0% | -11.2% | +107.2% |
| All | +537.0% | +220.2% | +316.8% | +492.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 10y: compounded portfolio wealth divided by compounded IAU 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…
10y analysis · Full analysis span regression · 6 months rolling