+225.3%
GLDM vs TCOM
-7.2%
+232.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | +5.0% | +7.4% | -2.5% | +4.9% |
| 30D | -1.3% | +13.2% | -14.5% | -1.5% |
| 3M | -4.7% | -4.6% | -0.1% | -4.6% |
| 6M | -12.4% | -16.4% | +4.0% | -12.2% |
| YTD | -4.1% | -38.8% | +34.7% | -3.4% |
| 1Y | +3.3% | -37.3% | +40.7% | +4.0% |
| 3Y | +110.9% | +31.4% | +79.5% | +110.5% |
| 5Y | +124.8% | +45.5% | +79.3% | +124.3% |
| All | +225.3% | -7.2% | +232.5% | +224.5% |
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