+104.1%
GLDM vs TSLQ
-97.0%
+201.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.8% | +4.6% | -1.3% |
| 7D | -2.0% | -7.3% | +5.4% | -2.0% |
| 30D | -4.4% | -13.2% | +8.8% | -4.6% |
| 3M | -8.8% | -37.6% | +28.8% | -9.5% |
| 6M | -15.9% | -9.3% | -6.6% | -15.7% |
| YTD | -7.7% | -19.1% | +11.4% | -7.7% |
| 1Y | -3.6% | -27.2% | +23.6% | -3.6% |
| All | +104.1% | -97.0% | +201.2% | +104.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling