+125.9%
GLDM vs TSLQ
-97.8%
+223.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | +0.2% |
| 7D | -4.6% | -16.8% | +12.2% | -4.9% |
| 30D | -5.5% | -18.0% | +12.5% | -5.7% |
| 3M | -10.9% | -34.5% | +23.6% | -11.4% |
| 6M | -17.3% | -8.9% | -8.4% | -17.2% |
| YTD | -10.2% | -19.0% | +8.8% | -10.1% |
| 1Y | -6.9% | -38.2% | +31.3% | -7.0% |
| 3Y | +98.7% | -96.9% | +195.6% | +96.2% |
| All | +125.9% | -97.8% | +223.7% | +127.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling