+383.6%
TDG vs GLDM
+204.4%
+179.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +1.7% | -4.6% | +6.3% | +2.0% |
| 30D | +9.7% | -5.5% | +15.1% | +10.0% |
| 3M | -2.3% | -10.9% | +8.5% | -1.7% |
| 6M | +1.3% | -17.3% | +18.7% | +2.2% |
| YTD | -8.5% | -10.2% | +1.7% | -8.0% |
| 1Y | -8.1% | -6.9% | -1.2% | -7.8% |
| 3Y | +43.4% | +98.7% | -55.3% | +36.2% |
| 5Y | +127.8% | +106.7% | +21.0% | +112.3% |
| All | +383.6% | +204.4% | +179.2% | +403.7% |
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