+39.8%
TFC vs GLDM
+216.5%
-176.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | -0.3% |
| 7D | +1.7% | +2.9% | -1.1% | +1.9% |
| 30D | +9.0% | -3.9% | +12.9% | +8.7% |
| 3M | -2.1% | -8.1% | +6.0% | -2.8% |
| 6M | +3.4% | -14.7% | +18.1% | +2.0% |
| YTD | +5.3% | -6.6% | +11.9% | +5.6% |
| 1Y | +16.2% | -2.1% | +18.2% | +17.3% |
| 3Y | +94.8% | +107.7% | -12.9% | +120.1% |
| 5Y | -0.7% | +116.5% | -117.1% | +12.0% |
| All | +39.8% | +216.5% | -176.7% | +85.9% |
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