+347.2%
TDG vs GLDM
+245.4%
+101.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.7% |
| 7D | -2.4% | +0.2% | -2.6% | -2.4% |
| 30D | -8.0% | +0.3% | -8.2% | -8.0% |
| 3M | -10.5% | +3.3% | -13.8% | -10.7% |
| 6M | -11.9% | -14.5% | +2.6% | -11.6% |
| YTD | -15.4% | +1.9% | -17.3% | -15.5% |
| 1Y | -14.2% | +21.1% | -35.3% | -15.2% |
| 3Y | +51.0% | +128.6% | -77.6% | +42.4% |
| 5Y | +126.5% | +143.8% | -17.3% | +109.9% |
| All | +347.2% | +245.4% | +101.8% | +362.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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