+216.8%
GLDM vs TCOM
-7.1%
+223.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +2.9% | +6.5% | -3.7% | +2.8% |
| 30D | -3.9% | +13.3% | -17.2% | -4.1% |
| 3M | -8.1% | -6.5% | -1.7% | -8.0% |
| 6M | -14.7% | -16.3% | +1.6% | -14.5% |
| YTD | -6.6% | -38.7% | +32.1% | -5.9% |
| 1Y | -2.1% | -40.1% | +38.1% | -1.3% |
| 3Y | +107.7% | +30.6% | +77.1% | +107.3% |
| 5Y | +116.5% | +45.8% | +70.7% | +116.0% |
| All | +216.8% | -7.1% | +223.9% | +216.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling