+204.7%
GLDM vs TRGP
+714.1%
-509.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -4.6% | +12.4% | -17.0% | -4.8% |
| 30D | -5.5% | +2.6% | -8.1% | -5.5% |
| 3M | -10.9% | +11.9% | -22.7% | -11.1% |
| 6M | -17.3% | +13.9% | -31.2% | -17.6% |
| YTD | -10.2% | +64.2% | -74.3% | -11.1% |
| 1Y | -6.9% | +78.5% | -85.4% | -8.0% |
| 3Y | +98.7% | +272.9% | -174.3% | +93.8% |
| 5Y | +106.7% | +510.7% | -404.0% | +100.6% |
| All | +204.7% | +714.1% | -509.4% | +188.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 10y: compounded portfolio wealth divided by compounded TRGP 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…
10y analysis · Full analysis span regression · 6 months rolling