+0.6%
GLDM vs TNA
+29.1%
-28.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.6% | -7.8% | 0.0% |
| 7D | +5.0% | +2.3% | +2.7% | +4.1% |
| 30D | -1.3% | +1.4% | -2.7% | -2.0% |
| 3M | -4.7% | -21.1% | +16.4% | -0.7% |
| 6M | -12.4% | -9.4% | -3.0% | -11.6% |
| YTD | -4.1% | +29.6% | -33.7% | -8.4% |
| All | +0.6% | +29.1% | -28.5% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling