+106.2%
GLDM vs TLN
+678.8%
-572.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | +2.9% | +1.1% | +1.8% | +2.7% |
| 30D | -3.9% | -4.6% | +0.7% | -3.7% |
| 3M | -8.1% | +5.2% | -13.4% | -8.8% |
| 6M | -14.7% | -6.5% | -8.2% | -14.8% |
| YTD | -6.6% | -3.6% | -2.9% | -7.3% |
| 1Y | -2.1% | -8.2% | +6.2% | -2.6% |
| 3Y | +107.7% | +559.7% | -452.0% | +80.3% |
| All | +106.2% | +678.8% | -572.6% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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