+106.5%
GLDM vs TCOM
+40.9%
+65.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.8% |
| 7D | -5.5% | -1.4% | -4.1% | -5.5% |
| 30D | -7.0% | +11.5% | -18.5% | -7.3% |
| 3M | -12.3% | -5.2% | -7.1% | -12.2% |
| 6M | -17.9% | -16.9% | -1.0% | -17.5% |
| YTD | -10.3% | -39.9% | +29.6% | -9.1% |
| 1Y | -7.8% | -42.1% | +34.3% | -6.4% |
| 3Y | +99.5% | +28.0% | +71.4% | +97.9% |
| 5Y | +106.5% | +40.4% | +66.1% | +99.7% |
| All | +106.5% | +40.9% | +65.5% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling