+206.1%
GLD vs TSEM
+805.6%
-599.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.1% | +0.4% |
| 7D | -4.6% | +7.0% | -11.5% | -4.8% |
| 30D | -5.5% | -29.8% | +24.3% | -4.4% |
| 3M | -10.9% | -41.9% | +31.0% | -9.4% |
| 6M | -17.4% | -45.8% | +28.3% | -16.2% |
| YTD | -10.3% | +25.1% | -35.4% | -11.5% |
| 1Y | -7.2% | +48.2% | -55.4% | -8.9% |
| 3Y | +96.9% | +476.5% | -379.6% | +86.5% |
| 5Y | +103.8% | +301.4% | -197.7% | +94.5% |
| All | +206.1% | +805.6% | -599.5% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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