+116.5%
GLDM vs TAP
+2.6%
+113.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -3.0% | -2.6% |
| 7D | +2.9% | -4.5% | +7.4% | +3.0% |
| 30D | -3.9% | +7.5% | -11.4% | -4.1% |
| 3M | -8.1% | -4.9% | -3.3% | -8.0% |
| 6M | -14.7% | -3.5% | -11.2% | -14.6% |
| YTD | -6.6% | -11.4% | +4.8% | -6.2% |
| 1Y | -2.1% | -10.8% | +8.7% | -1.7% |
| 3Y | +107.7% | -24.5% | +132.2% | +109.2% |
| 5Y | +116.5% | +2.5% | +114.0% | +116.9% |
| All | +116.5% | +2.6% | +113.8% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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