+213.0%
GLDM vs TCOM
-8.1%
+221.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.2% |
| 7D | -2.0% | +2.2% | -4.1% | -2.0% |
| 30D | -4.4% | +12.5% | -17.0% | -4.6% |
| 3M | -8.8% | -5.6% | -3.2% | -8.8% |
| 6M | -15.9% | -16.5% | +0.6% | -15.7% |
| YTD | -7.7% | -39.4% | +31.7% | -7.0% |
| 1Y | -3.6% | -41.0% | +37.4% | -2.9% |
| 3Y | +105.2% | +29.2% | +76.0% | +104.9% |
| 5Y | +112.8% | +41.6% | +71.1% | +112.3% |
| All | +213.0% | -8.1% | +221.1% | +212.3% |
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