+248.5%
GLDM vs TCOM
-13.5%
+262.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -0.5% | -9.5% | +9.0% | -0.4% |
| 30D | +4.4% | -10.7% | +15.1% | +4.6% |
| 3M | -1.1% | -14.6% | +13.6% | -0.8% |
| 6M | -13.7% | -19.3% | +5.7% | -13.4% |
| YTD | +2.8% | -42.9% | +45.7% | +3.6% |
| 1Y | +24.8% | -43.8% | +68.6% | +25.9% |
| 3Y | +127.8% | +2.1% | +125.7% | +127.9% |
| 5Y | +141.1% | +31.2% | +109.9% | +140.9% |
| All | +248.5% | -13.5% | +262.0% | +248.0% |
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 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