+248.5%
GLDM vs TRMB
+81.7%
+166.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.9% |
| 7D | -0.5% | -2.5% | +2.0% | -0.5% |
| 30D | +4.4% | +1.5% | +2.9% | +4.4% |
| 3M | -1.1% | +6.8% | -7.8% | -1.2% |
| 6M | -13.7% | -14.9% | +1.3% | -13.5% |
| YTD | +2.8% | -24.1% | +26.9% | +3.2% |
| 1Y | +24.8% | -25.4% | +50.2% | +25.4% |
| 3Y | +127.8% | +8.0% | +119.8% | +126.1% |
| 5Y | +141.1% | -37.3% | +178.5% | +141.0% |
| All | +248.5% | +81.7% | +166.8% | +237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling