+19.7%
GLDM vs TNA
+59.1%
-39.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | +0.7% | +4.1% | -3.3% | 0.0% |
| 30D | +0.3% | -7.6% | +8.0% | +1.7% |
| 3M | +0.7% | +8.1% | -7.4% | -1.0% |
| 6M | -15.4% | +49.0% | -64.4% | -21.2% |
| YTD | +1.0% | +51.7% | -50.7% | -5.8% |
| 1Y | +19.7% | +59.6% | -39.9% | +11.2% |
| All | +19.7% | +59.1% | -39.4% | +11.2% |
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