+245.7%
GLDM vs TEVA
+55.3%
+190.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +0.2% | -1.7% | +1.9% | +0.2% |
| 30D | +0.3% | +2.0% | -1.7% | +0.2% |
| 3M | +3.3% | +7.0% | -3.7% | +3.1% |
| 6M | -14.5% | +17.0% | -31.5% | -14.8% |
| YTD | +1.9% | +18.1% | -16.1% | +1.6% |
| 1Y | +21.1% | +87.2% | -66.2% | +19.9% |
| 3Y | +128.6% | +283.1% | -154.5% | +123.7% |
| 5Y | +143.8% | +298.4% | -154.6% | +138.0% |
| All | +245.7% | +55.3% | +190.4% | +241.5% |
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