-3.6%
GLDM vs TNA
+32.4%
-36.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.8% | -1.7% |
| 7D | -2.0% | -2.1% | +0.2% | -1.9% |
| 30D | -4.4% | +3.1% | -7.5% | -5.5% |
| 3M | -8.8% | -20.2% | +11.3% | -5.2% |
| 6M | -15.9% | -10.0% | -5.9% | -15.0% |
| YTD | -7.7% | +30.3% | -38.0% | -12.0% |
| 1Y | -3.6% | +31.1% | -34.7% | -8.2% |
| All | -3.6% | +32.4% | -36.0% | -8.2% |
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