+2.8%
GLDM vs TMF
-22.6%
+25.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.8% |
| 7D | +1.9% | +2.7% | -0.8% | +1.5% |
| 30D | -1.7% | +19.3% | -21.0% | -4.4% |
| 3M | -3.5% | -3.7% | +0.1% | -3.2% |
| 6M | -10.1% | -11.3% | +1.3% | -9.2% |
| YTD | -5.0% | -16.6% | +11.5% | -4.1% |
| 1Y | +2.8% | -21.1% | +23.9% | +4.1% |
| All | +2.8% | -22.6% | +25.4% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling