+109.6%
GLDM vs TLN
+581.9%
-472.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +1.1% |
| 7D | +1.9% | -9.4% | +11.2% | +2.5% |
| 30D | -1.7% | -15.2% | +13.6% | -0.6% |
| 3M | -3.5% | -4.1% | +0.6% | -3.5% |
| 6M | -10.1% | -17.8% | +7.8% | -9.3% |
| YTD | -5.0% | -15.6% | +10.6% | -4.8% |
| 1Y | +2.8% | -21.6% | +24.4% | +3.3% |
| 3Y | +105.1% | +497.6% | -392.4% | +79.4% |
| All | +109.6% | +581.9% | -472.3% | +82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling