+138.9%
GLD vs TSEM
+657.2%
-518.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.7% |
| 7D | +0.7% | +10.4% | -9.7% | +0.4% |
| 30D | +0.3% | -12.9% | +13.3% | +0.8% |
| 3M | +0.6% | -9.2% | +9.8% | +0.5% |
| 6M | -15.6% | +98.8% | -114.4% | -18.1% |
| YTD | +0.9% | +87.2% | -86.3% | -1.9% |
| 1Y | +19.4% | +239.0% | -219.6% | +14.1% |
| 3Y | +124.5% | +679.5% | -555.0% | +111.0% |
| 5Y | +138.9% | +667.3% | -528.3% | +126.9% |
| All | +138.9% | +657.2% | -518.3% | +126.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling