+248.5%
GLDM vs TD
+194.9%
+53.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | +4.4% | +0.4% | +4.0% | +4.4% |
| 3M | -1.1% | +7.6% | -8.7% | -1.5% |
| 6M | -13.7% | +25.0% | -38.7% | -14.8% |
| YTD | +2.8% | +31.0% | -28.2% | +1.2% |
| 1Y | +24.8% | +65.2% | -40.3% | +21.9% |
| 3Y | +127.8% | +122.5% | +5.3% | +119.7% |
| 5Y | +141.1% | +124.8% | +16.3% | +132.5% |
| All | +248.5% | +194.9% | +53.6% | +230.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling