+216.8%
GLDM vs TD
+202.4%
+14.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | +2.9% | -0.7% | +3.6% | +2.9% |
| 30D | -3.9% | +7.6% | -11.5% | -4.4% |
| 3M | -8.1% | +3.0% | -11.1% | -8.3% |
| 6M | -14.7% | +16.8% | -31.5% | -15.5% |
| YTD | -6.6% | +34.3% | -40.9% | -8.2% |
| 1Y | -2.1% | +56.0% | -58.0% | -4.3% |
| 3Y | +107.7% | +132.4% | -24.7% | +99.9% |
| 5Y | +116.5% | +103.7% | +12.8% | +108.1% |
| All | +216.8% | +202.4% | +14.3% | +199.5% |
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