+116.5%
GLDM vs TD
+104.2%
+12.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | +2.9% | -0.7% | +3.6% | +3.0% |
| 30D | -3.9% | +7.6% | -11.5% | -5.1% |
| 3M | -8.1% | +3.0% | -11.1% | -8.6% |
| 6M | -14.7% | +16.8% | -31.5% | -16.8% |
| YTD | -6.6% | +34.3% | -40.9% | -10.6% |
| 1Y | -2.1% | +56.0% | -58.0% | -7.8% |
| 3Y | +107.7% | +132.4% | -24.7% | +86.3% |
| 5Y | +116.5% | +103.7% | +12.8% | +91.7% |
| All | +116.5% | +104.2% | +12.3% | +91.7% |
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 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