+204.3%
GLDM vs TSN
+7.2%
+197.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.8% |
| 7D | -5.5% | -1.4% | -4.1% | -5.5% |
| 30D | -7.0% | +10.2% | -17.2% | -7.2% |
| 3M | -12.3% | +7.2% | -19.5% | -12.4% |
| 6M | -17.9% | -10.6% | -7.3% | -17.7% |
| YTD | -10.3% | +3.7% | -14.0% | -10.4% |
| 1Y | -7.8% | +13.5% | -21.2% | -8.1% |
| 3Y | +99.5% | +40.1% | +59.4% | +97.2% |
| 5Y | +106.5% | -14.5% | +120.9% | +106.5% |
| All | +204.3% | +7.2% | +197.1% | +208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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