+37.4%
TFC vs GLDM
+219.1%
-181.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -1.0% |
| 7D | +1.2% | +4.7% | -3.5% | +1.5% |
| 30D | +8.3% | -0.9% | +9.2% | +8.2% |
| 3M | -5.2% | -4.3% | -0.9% | -5.5% |
| 6M | -0.8% | -13.4% | +12.6% | -1.9% |
| YTD | +3.4% | -5.8% | +9.3% | +3.8% |
| 1Y | +17.0% | +2.1% | +15.0% | +18.8% |
| 3Y | +86.2% | +105.0% | -18.9% | +109.6% |
| 5Y | -2.3% | +122.5% | -124.8% | +10.7% |
| All | +37.4% | +219.1% | -181.7% | +82.8% |
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