+121.8%
GLDM vs TNA
-50.7%
+172.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -0.9% |
| 7D | +4.7% | -7.0% | +11.7% | +5.0% |
| 30D | -0.9% | -6.4% | +5.6% | -0.6% |
| 3M | -4.3% | -25.7% | +21.4% | -3.1% |
| 6M | -13.4% | -19.7% | +6.3% | -12.7% |
| YTD | -5.8% | +18.3% | -24.1% | -6.4% |
| 1Y | +2.1% | +24.6% | -22.5% | +1.2% |
| 3Y | +105.0% | +112.8% | -7.8% | +99.1% |
| All | +121.8% | -50.7% | +172.4% | +112.4% |
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