-25.8%
TE vs GLDM
+2.8%
-28.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.7% | -7.2% | -6.9% |
| 7D | +3.8% | -0.3% | +4.1% | +3.8% |
| 30D | -26.2% | -1.9% | -24.4% | -24.9% |
| 3M | -49.7% | -0.4% | -49.3% | -49.7% |
| 6M | -46.5% | -10.1% | -36.4% | -40.7% |
| YTD | -59.1% | -5.8% | -53.3% | -64.6% |
| 1Y | -25.8% | +3.1% | -28.9% | -59.1% |
| All | -25.8% | +2.8% | -28.6% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 1y: compounded portfolio wealth divided by compounded GLDM 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…
1y analysis · Full analysis span regression · 6 months rolling