+129.7%
GLDM vs TENB
-24.1%
+153.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -0.5% | -9.1% | +8.5% | -0.7% |
| 30D | +4.4% | -4.9% | +9.3% | +4.4% |
| 3M | -1.1% | +16.9% | -18.0% | -0.5% |
| 6M | -13.7% | +68.0% | -81.6% | -11.9% |
| YTD | +2.8% | +45.6% | -42.8% | +5.1% |
| 1Y | +24.8% | +12.7% | +12.1% | +28.6% |
| All | +129.7% | -24.1% | +153.8% | +138.8% |
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