+204.3%
GLDM vs TNA
-30.2%
+234.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.1% | -2.7% |
| 7D | -5.5% | +7.7% | -13.2% | -5.7% |
| 30D | -7.0% | -0.7% | -6.3% | -7.0% |
| 3M | -12.3% | -25.4% | +13.1% | -11.6% |
| 6M | -17.9% | -11.8% | -6.1% | -17.7% |
| YTD | -10.3% | +23.9% | -34.2% | -10.8% |
| 1Y | -7.8% | +25.6% | -33.3% | -8.4% |
| 3Y | +99.5% | +137.1% | -37.6% | +94.9% |
| 5Y | +106.5% | -45.4% | +151.9% | +103.9% |
| All | +204.3% | -30.2% | +234.4% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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