+107.9%
GLDM vs TLN
+630.2%
-522.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.9% | -1.3% |
| 7D | +4.7% | -1.3% | +6.0% | +4.6% |
| 30D | -0.9% | -10.5% | +9.6% | -0.2% |
| 3M | -4.3% | +0.1% | -4.4% | -4.6% |
| 6M | -13.4% | -17.4% | +4.0% | -12.8% |
| YTD | -5.8% | -9.7% | +3.8% | -6.0% |
| 1Y | +2.1% | -12.3% | +14.3% | +1.9% |
| 3Y | +105.0% | +528.3% | -423.3% | +78.7% |
| All | +107.9% | +630.2% | -522.3% | +79.8% |
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