+154.0%
GLDM vs TSLQ
-97.3%
+251.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.0% | +6.3% | -1.9% |
| 7D | +0.7% | -8.6% | +9.3% | +0.6% |
| 30D | +0.3% | -24.9% | +25.2% | -0.1% |
| 3M | +0.7% | -1.5% | +2.2% | +0.9% |
| 6M | -15.4% | -18.1% | +2.6% | -15.3% |
| YTD | +1.0% | -0.1% | +1.1% | +1.3% |
| 1Y | +19.7% | -51.4% | +71.1% | +19.9% |
| 3Y | +126.5% | -95.9% | +222.4% | +124.4% |
| All | +154.0% | -97.3% | +251.3% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling