-8.1%
GLD vs TSEM
+53.4%
-61.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.8% |
| 7D | -5.5% | +20.5% | -26.0% | -6.4% |
| 30D | -7.0% | -29.0% | +21.9% | -5.4% |
| 3M | -12.4% | -39.4% | +27.0% | -10.4% |
| 6M | -18.0% | -28.5% | +10.5% | -17.3% |
| YTD | -10.5% | +34.4% | -44.9% | -11.6% |
| 1Y | -8.1% | +48.3% | -56.4% | -10.6% |
| All | -8.1% | +53.4% | -61.5% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling