+113.5%
TDG vs GLDM
+121.8%
-8.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | +4.4% | +4.7% | -0.3% | +3.9% |
| 30D | +9.2% | -0.9% | +10.1% | +9.2% |
| 3M | -5.2% | -4.3% | -0.8% | -4.9% |
| 6M | -2.9% | -13.4% | +10.4% | -1.9% |
| YTD | -10.0% | -5.8% | -4.2% | -9.9% |
| 1Y | -5.9% | +2.1% | -7.9% | -6.6% |
| 3Y | +57.6% | +105.0% | -47.5% | +36.4% |
| All | +113.5% | +121.8% | -8.3% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling