+121.8%
GLDM vs TRGP
+415.2%
-293.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.7% |
| 7D | +4.7% | -16.0% | +20.7% | +5.4% |
| 30D | -0.9% | -6.4% | +5.6% | -0.7% |
| 3M | -4.3% | -1.0% | -3.3% | -4.5% |
| 6M | -13.4% | +7.0% | -20.4% | -14.1% |
| YTD | -5.8% | +46.1% | -51.9% | -8.7% |
| 1Y | +2.1% | +58.7% | -56.6% | -1.7% |
| 3Y | +105.0% | +221.9% | -116.9% | +85.4% |
| All | +121.8% | +415.2% | -293.4% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling