+213.0%
GLDM vs TEVA
+82.2%
+130.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.2% |
| 7D | -2.0% | +3.3% | -5.3% | -2.0% |
| 30D | -4.4% | +5.0% | -9.5% | -4.5% |
| 3M | -8.8% | +18.5% | -27.4% | -9.2% |
| 6M | -15.9% | +20.6% | -36.5% | -16.2% |
| YTD | -7.7% | +38.5% | -46.2% | -8.3% |
| 1Y | -3.6% | +72.1% | -75.7% | -4.5% |
| 3Y | +105.2% | +398.2% | -292.9% | +99.9% |
| 5Y | +112.8% | +353.2% | -240.5% | +107.1% |
| All | +213.0% | +82.2% | +130.8% | +208.2% |
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