+123.6%
GLDM vs TRMB
-38.8%
+162.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +0.9% |
| 7D | +1.9% | -17.9% | +19.8% | +2.1% |
| 30D | -1.7% | -12.0% | +10.3% | -1.7% |
| 3M | -3.5% | -8.4% | +4.9% | -3.6% |
| 6M | -10.1% | -21.5% | +11.5% | -9.9% |
| YTD | -5.0% | -31.5% | +26.5% | -4.6% |
| 1Y | +2.8% | -33.4% | +36.2% | +3.3% |
| 3Y | +105.1% | +26.5% | +78.6% | +100.6% |
| All | +123.6% | -38.8% | +162.4% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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