+213.0%
GLDM vs TD
+203.4%
+9.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | -2.0% | -3.1% | +1.1% | -1.7% |
| 30D | -4.4% | +6.7% | -11.1% | -4.9% |
| 3M | -8.8% | +3.1% | -12.0% | -9.1% |
| 6M | -15.9% | +17.6% | -33.5% | -16.7% |
| YTD | -7.7% | +34.8% | -42.5% | -9.3% |
| 1Y | -3.6% | +55.6% | -59.2% | -5.8% |
| 3Y | +105.2% | +133.1% | -27.9% | +97.5% |
| 5Y | +112.8% | +104.7% | +8.1% | +104.5% |
| All | +213.0% | +203.4% | +9.6% | +195.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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