+216.8%
GLDM vs TDY
+227.3%
-10.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.1% | -2.7% |
| 7D | +2.9% | -2.6% | +5.5% | +3.0% |
| 30D | -3.9% | +5.3% | -9.2% | -4.3% |
| 3M | -8.1% | -6.4% | -1.7% | -7.8% |
| 6M | -14.7% | +4.0% | -18.7% | -15.0% |
| YTD | -6.6% | +26.5% | -33.1% | -7.7% |
| 1Y | -2.1% | +24.2% | -26.3% | -3.1% |
| 3Y | +107.7% | +68.8% | +38.9% | +102.8% |
| 5Y | +116.5% | +45.9% | +70.6% | +111.6% |
| All | +216.8% | +227.3% | -10.6% | +199.5% |
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