+219.4%
GLDM vs TMF
-80.5%
+299.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +4.7% | +1.2% | +3.5% | +4.6% |
| 30D | -0.9% | +19.7% | -20.6% | -2.4% |
| 3M | -4.3% | -2.1% | -2.2% | -4.2% |
| 6M | -13.4% | -13.4% | +0.1% | -12.5% |
| YTD | -5.8% | -16.7% | +10.9% | -4.6% |
| 1Y | +2.1% | -23.3% | +25.4% | +4.1% |
| 3Y | +105.0% | -24.8% | +129.8% | +106.4% |
| 5Y | +122.5% | -88.0% | +210.5% | +156.7% |
| All | +219.4% | -80.5% | +299.9% | +226.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling