-11.5%
TDG vs GLDM
+20.2%
-31.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | -1.4% |
| 7D | -0.9% | +0.7% | -1.7% | -1.0% |
| 30D | -6.5% | +0.3% | -6.9% | -6.6% |
| 3M | -5.1% | +0.7% | -5.8% | -5.2% |
| 6M | -11.5% | -15.4% | +3.9% | -12.2% |
| YTD | -13.9% | +1.0% | -14.9% | -13.1% |
| 1Y | -11.5% | +19.7% | -31.2% | -15.1% |
| All | -11.5% | +20.2% | -31.6% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling