+41.1%
TTD vs GLDM
+219.1%
-178.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +5.2% | +4.7% | +0.5% | +4.9% |
| 30D | +6.9% | -0.9% | +7.8% | +7.0% |
| 3M | -26.8% | -4.3% | -22.5% | -26.7% |
| 6M | -46.1% | -13.4% | -32.7% | -45.7% |
| YTD | -65.9% | -5.8% | -60.1% | -66.1% |
| 1Y | -71.8% | +2.1% | -73.9% | -72.3% |
| 3Y | -83.3% | +105.0% | -188.3% | -85.6% |
| 5Y | -81.1% | +122.5% | -203.6% | -84.4% |
| All | +41.1% | +219.1% | -178.0% | +38.4% |
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