+87.9%
TFC vs GLDM
+105.8%
-17.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.9% | -2.1% |
| 7D | +1.1% | +1.9% | -0.8% | +0.9% |
| 30D | +7.8% | -1.7% | +9.4% | +7.8% |
| 3M | -4.8% | -3.5% | -1.2% | -4.7% |
| 6M | +1.8% | -10.1% | +11.9% | +2.1% |
| YTD | +4.4% | -5.0% | +9.5% | +4.9% |
| 1Y | +18.0% | +2.8% | +15.2% | +19.0% |
| All | +87.9% | +105.8% | -17.9% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling