+384.2%
TDG vs GLDM
+225.0%
+159.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | 0.0% | +1.7% |
| 7D | +0.4% | +5.0% | -4.5% | +0.1% |
| 30D | +10.0% | -1.3% | +11.3% | +10.0% |
| 3M | -0.5% | -4.7% | +4.2% | -0.3% |
| 6M | +0.3% | -12.4% | +12.7% | +0.9% |
| YTD | -8.3% | -4.1% | -4.3% | -8.3% |
| 1Y | -5.1% | +3.3% | -8.5% | -5.4% |
| 3Y | +46.5% | +110.9% | -64.4% | +38.7% |
| 5Y | +114.1% | +124.8% | -10.7% | +98.9% |
| All | +384.2% | +225.0% | +159.2% | +402.4% |
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