+222.0%
GLDM vs TD
+200.5%
+21.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.1% |
| 7D | +1.9% | -3.2% | +5.1% | +2.1% |
| 30D | -1.7% | +4.9% | -6.6% | -2.0% |
| 3M | -3.5% | +2.3% | -5.8% | -3.7% |
| 6M | -10.1% | +17.8% | -27.8% | -11.0% |
| YTD | -5.0% | +33.5% | -38.5% | -6.6% |
| 1Y | +2.8% | +55.9% | -53.1% | +0.5% |
| 3Y | +105.1% | +131.5% | -26.4% | +97.5% |
| 5Y | +124.3% | +103.3% | +21.0% | +115.7% |
| All | +222.0% | +200.5% | +21.4% | +204.6% |
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