-64.7%
TTD vs GLDM
-6.3%
-58.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -3.4% |
| 7D | +20.8% | -5.5% | +26.3% | +20.3% |
| 30D | +27.1% | -7.0% | +34.1% | +26.1% |
| 3M | +14.7% | -12.3% | +27.0% | +13.0% |
| 6M | -26.8% | -17.9% | -8.9% | -28.2% |
| YTD | -59.2% | -10.3% | -49.0% | -61.5% |
| 1Y | -64.7% | -7.8% | -56.9% | -67.4% |
| All | -64.7% | -6.3% | -58.3% | -67.4% |
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 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