+248.5%
GLDM vs TAP
-26.4%
+274.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -0.5% | -2.3% | +1.8% | -0.5% |
| 30D | +4.4% | -2.1% | +6.5% | +4.4% |
| 3M | -1.1% | +6.6% | -7.7% | -1.2% |
| 6M | -13.7% | -11.5% | -2.2% | -13.5% |
| YTD | +2.8% | -10.3% | +13.0% | +2.9% |
| 1Y | +24.8% | -14.4% | +39.2% | +25.1% |
| 3Y | +127.8% | -28.3% | +156.1% | +128.9% |
| 5Y | +141.1% | +1.7% | +139.4% | +141.1% |
| All | +248.5% | -26.4% | +274.9% | +249.2% |
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