-72.2%
TTD vs GLDM
+24.7%
-96.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.5% |
| 7D | +6.3% | -0.5% | +6.9% | +6.2% |
| 30D | -23.9% | +4.4% | -28.3% | -23.5% |
| 3M | -31.4% | -1.1% | -30.3% | -31.2% |
| 6M | -42.7% | -13.7% | -29.0% | -42.8% |
| YTD | -62.0% | +2.8% | -64.8% | -62.7% |
| 1Y | -72.2% | +24.8% | -97.1% | -78.0% |
| All | -72.2% | +24.7% | -96.9% | -78.0% |
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