+739.4%
GLD vs TSEM
+275.2%
+464.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.8% | -5.6% | -0.9% |
| 7D | +4.7% | -17.5% | +22.2% | +5.0% |
| 30D | -0.9% | -44.7% | +43.8% | +0.1% |
| 3M | -4.4% | -38.9% | +34.5% | -3.7% |
| 6M | -13.6% | -36.7% | +23.1% | -13.1% |
| YTD | -6.0% | +17.0% | -23.0% | -6.5% |
| 1Y | +1.8% | +62.8% | -61.1% | +0.6% |
| 3Y | +103.2% | +471.3% | -368.1% | +97.2% |
| 5Y | +119.3% | +290.3% | -170.9% | +113.6% |
| 10Y | +199.5% | +790.1% | -590.6% | +187.5% |
| All | +739.4% | +275.2% | +464.1% | +698.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling