+145.9%
GLDM vs TNA
-22.2%
+168.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | -0.5% | -0.1% | -0.4% | -0.5% |
| 30D | +4.4% | -4.9% | +9.3% | +4.6% |
| 3M | -1.1% | +0.4% | -1.4% | -1.2% |
| 6M | -13.7% | +32.5% | -46.2% | -14.8% |
| YTD | +2.8% | +53.7% | -51.0% | +1.0% |
| 1Y | +24.8% | +65.1% | -40.3% | +22.4% |
| 3Y | +127.8% | +98.4% | +29.4% | +120.2% |
| All | +145.9% | -22.2% | +168.0% | +135.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling