+107.7%
GLDM vs TENB
+12.6%
+95.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -2.7% |
| 7D | +2.9% | -10.8% | +13.6% | +2.7% |
| 30D | -3.9% | +0.9% | -4.8% | -3.9% |
| 3M | -8.1% | +14.3% | -22.5% | -7.7% |
| 6M | -14.7% | +92.2% | -106.9% | -12.8% |
| YTD | -6.6% | +78.3% | -84.9% | -3.7% |
| 1Y | -2.1% | +49.5% | -51.6% | +1.7% |
| 3Y | +107.7% | +12.2% | +95.5% | +124.3% |
| All | +107.7% | +12.6% | +95.0% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 3y: compounded portfolio wealth divided by compounded TENB 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…
3y analysis · Full analysis span regression · 6 months rolling