+222.0%
GLDM vs TAP
-23.3%
+245.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +0.9% |
| 7D | +1.9% | +7.7% | -5.8% | +1.8% |
| 30D | -1.7% | +14.4% | -16.1% | -1.9% |
| 3M | -3.5% | +2.0% | -5.6% | -3.6% |
| 6M | -10.1% | +2.5% | -12.5% | -10.1% |
| YTD | -5.0% | -6.4% | +1.4% | -4.9% |
| 1Y | +2.8% | -2.3% | +5.1% | +2.8% |
| 3Y | +105.1% | -20.3% | +125.4% | +105.7% |
| 5Y | +124.3% | +6.9% | +117.4% | +124.1% |
| All | +222.0% | -23.3% | +245.2% | +222.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling