+112.8%
GLDM vs TRGP
+495.9%
-383.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.3% |
| 7D | -2.0% | +2.4% | -4.3% | -2.1% |
| 30D | -4.4% | +0.8% | -5.3% | -4.6% |
| 3M | -8.8% | +10.4% | -19.2% | -9.5% |
| 6M | -15.9% | +16.3% | -32.1% | -16.9% |
| YTD | -7.7% | +61.1% | -68.8% | -11.0% |
| 1Y | -3.6% | +71.6% | -75.2% | -7.4% |
| 3Y | +105.2% | +267.5% | -162.2% | +83.8% |
| 5Y | +112.8% | +488.1% | -375.4% | +86.7% |
| All | +112.8% | +495.9% | -383.1% | +86.7% |
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