+248.5%
GLDM vs TSN
-7.0%
+255.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -0.5% | -6.3% | +5.8% | -0.4% |
| 30D | +4.4% | -10.8% | +15.2% | +4.7% |
| 3M | -1.1% | -8.8% | +7.7% | -0.9% |
| 6M | -13.7% | -16.8% | +3.2% | -13.3% |
| YTD | +2.8% | -10.0% | +12.8% | +3.0% |
| 1Y | +24.8% | -5.3% | +30.1% | +24.9% |
| 3Y | +127.8% | +8.5% | +119.3% | +126.6% |
| 5Y | +141.1% | -22.9% | +164.1% | +141.9% |
| All | +248.5% | -7.0% | +255.5% | +254.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling