+204.7%
GLDM vs TEVA
+87.5%
+117.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -4.6% | +4.4% | -9.0% | -4.7% |
| 30D | -5.5% | +9.3% | -14.7% | -5.6% |
| 3M | -10.9% | +21.9% | -32.7% | -11.2% |
| 6M | -17.3% | +22.8% | -40.1% | -17.7% |
| YTD | -10.2% | +42.6% | -52.7% | -10.8% |
| 1Y | -6.9% | +74.2% | -81.2% | -7.9% |
| 3Y | +98.7% | +404.5% | -305.9% | +93.4% |
| 5Y | +106.7% | +367.9% | -261.2% | +101.1% |
| All | +204.7% | +87.5% | +117.1% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 10y: compounded portfolio wealth divided by compounded TEVA 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…
10y analysis · Full analysis span regression · 6 months rolling