+204.3%
GLDM vs TD
+202.3%
+2.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | -5.5% | +0.6% | -6.1% | -5.5% |
| 30D | -7.0% | +5.0% | -12.0% | -7.3% |
| 3M | -12.3% | +1.1% | -13.4% | -12.4% |
| 6M | -17.9% | +16.5% | -34.4% | -18.7% |
| YTD | -10.3% | +34.3% | -44.5% | -11.8% |
| 1Y | -7.8% | +52.9% | -60.6% | -9.8% |
| 3Y | +99.5% | +132.2% | -32.7% | +92.0% |
| 5Y | +106.5% | +101.9% | +4.6% | +98.4% |
| All | +204.3% | +202.3% | +2.0% | +187.7% |
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