-15.9%
GLDM vs TENB
+97.0%
-112.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.2% |
| 7D | -2.0% | -9.3% | +7.4% | -1.9% |
| 30D | -4.4% | +5.3% | -9.7% | -4.6% |
| 3M | -8.8% | +13.5% | -22.3% | -8.6% |
| 6M | -15.9% | +101.5% | -117.3% | -19.6% |
| All | -15.9% | +97.0% | -112.9% | -19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling