+248.5%
GLDM vs TDY
+209.4%
+39.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | -0.5% | -1.8% | +1.3% | -0.4% |
| 30D | +4.4% | -10.7% | +15.1% | +5.2% |
| 3M | -1.1% | -1.3% | +0.2% | -1.0% |
| 6M | -13.7% | -10.6% | -3.1% | -13.2% |
| YTD | +2.8% | +19.6% | -16.8% | +2.0% |
| 1Y | +24.8% | +11.6% | +13.2% | +24.3% |
| 3Y | +127.8% | +45.2% | +82.6% | +124.1% |
| 5Y | +141.1% | +36.1% | +105.1% | +136.8% |
| All | +248.5% | +209.4% | +39.1% | +231.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling