+110.9%
GLDM vs TD
+134.4%
-23.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.5% |
| 7D | +5.0% | -0.6% | +5.6% | +5.1% |
| 30D | -1.3% | +7.9% | -9.2% | -3.2% |
| 3M | -4.7% | +3.1% | -7.8% | -5.5% |
| 6M | -12.4% | +17.2% | -29.6% | -15.8% |
| YTD | -4.1% | +34.7% | -38.8% | -10.6% |
| 1Y | +3.3% | +56.9% | -53.6% | -6.0% |
| 3Y | +110.9% | +134.7% | -23.8% | +78.0% |
| All | +110.9% | +134.4% | -23.5% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling