+222.0%
GLDM vs TRGP
+644.3%
-422.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.6% | +5.5% | +0.9% |
| 7D | +1.9% | -12.6% | +14.5% | +2.1% |
| 30D | -1.7% | -4.5% | +2.8% | -1.7% |
| 3M | -3.5% | +4.9% | -8.5% | -3.7% |
| 6M | -10.1% | +5.6% | -15.6% | -10.2% |
| YTD | -5.0% | +50.1% | -55.2% | -5.9% |
| 1Y | +2.8% | +70.2% | -67.4% | +1.6% |
| 3Y | +105.1% | +228.5% | -123.4% | +100.5% |
| 5Y | +124.3% | +434.1% | -309.8% | +118.0% |
| All | +222.0% | +644.3% | -422.3% | +205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling