+219.4%
GLDM vs TCOM
-6.5%
+225.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | +4.7% | +12.1% | -7.4% | +4.5% |
| 30D | -0.9% | +16.5% | -17.4% | -1.1% |
| 3M | -4.3% | -4.0% | -0.3% | -4.3% |
| 6M | -13.4% | -18.5% | +5.1% | -13.1% |
| YTD | -5.8% | -38.3% | +32.5% | -5.2% |
| 1Y | +2.1% | -36.6% | +38.7% | +2.7% |
| 3Y | +105.0% | +31.1% | +73.9% | +104.6% |
| 5Y | +122.5% | +47.6% | +74.9% | +122.0% |
| All | +219.4% | -6.5% | +225.9% | +218.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling