+225.3%
GLDM vs TDY
+225.9%
-0.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +1.6% |
| 7D | +5.0% | -2.5% | +7.5% | +5.1% |
| 30D | -1.3% | +4.8% | -6.1% | -1.7% |
| 3M | -4.7% | -6.9% | +2.2% | -4.3% |
| 6M | -12.4% | +3.5% | -15.9% | -12.7% |
| YTD | -4.1% | +26.0% | -30.0% | -5.1% |
| 1Y | +3.3% | +25.4% | -22.0% | +2.2% |
| 3Y | +110.9% | +70.9% | +40.0% | +106.0% |
| 5Y | +124.8% | +46.6% | +78.2% | +119.7% |
| All | +225.3% | +225.9% | -0.6% | +207.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling