+107.0%
GLDM vs TD
+101.4%
+5.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -4.6% | +1.1% | -5.7% | -4.8% |
| 30D | -5.5% | +5.2% | -10.7% | -6.3% |
| 3M | -10.9% | +1.2% | -12.1% | -11.1% |
| 6M | -17.3% | +17.7% | -35.1% | -19.5% |
| YTD | -10.2% | +34.2% | -44.4% | -14.0% |
| 1Y | -6.9% | +55.4% | -62.4% | -12.4% |
| 3Y | +98.7% | +130.4% | -31.7% | +78.3% |
| All | +107.0% | +101.4% | +5.6% | +83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling