+225.3%
GLDM vs TSN
+8.3%
+217.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.5% | +1.9% |
| 7D | +5.0% | +4.9% | +0.1% | +4.8% |
| 30D | -1.3% | +12.1% | -13.4% | -1.6% |
| 3M | -4.7% | +4.1% | -8.8% | -4.8% |
| 6M | -12.4% | -10.9% | -1.5% | -12.1% |
| YTD | -4.1% | +4.8% | -8.8% | -4.2% |
| 1Y | +3.3% | +17.6% | -14.3% | +2.8% |
| 3Y | +110.9% | +43.2% | +67.7% | +108.4% |
| 5Y | +124.8% | -13.9% | +138.7% | +124.8% |
| All | +225.3% | +8.3% | +217.1% | +229.9% |
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