+98.7%
GLDM vs TENB
+9.5%
+89.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | -4.6% | -3.3% | -1.4% | -4.6% |
| 30D | -5.5% | +6.9% | -12.4% | -5.3% |
| 3M | -10.9% | +1.8% | -12.7% | -10.6% |
| 6M | -17.3% | +98.1% | -115.4% | -15.3% |
| YTD | -10.2% | +73.2% | -83.4% | -7.4% |
| 1Y | -6.9% | +50.7% | -57.6% | -3.6% |
| 3Y | +98.7% | +9.3% | +89.3% | +114.3% |
| All | +98.7% | +9.5% | +89.2% | +114.3% |
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