-80.5%
TE vs GLDM
+147.4%
-228.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.2% | -3.1% |
| 7D | -19.1% | -4.6% | -14.5% | -17.3% |
| 30D | -34.1% | -5.5% | -28.7% | -32.5% |
| 3M | -60.1% | -10.9% | -49.3% | -58.0% |
| 6M | -66.0% | -17.3% | -48.6% | -63.2% |
| YTD | -71.4% | -10.2% | -61.3% | -69.6% |
| 1Y | -45.3% | -6.9% | -38.3% | -42.2% |
| 3Y | +9.1% | +98.7% | -89.5% | -5.5% |
| 5Y | -82.6% | +106.7% | -189.3% | -85.3% |
| All | -80.5% | +147.4% | -228.0% | -83.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling