-76.7%
TE vs GLDM
+164.2%
-240.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.8% | -3.7% |
| 7D | -10.5% | +5.0% | -15.5% | -12.6% |
| 30D | -32.4% | -1.3% | -31.1% | -32.1% |
| 3M | -60.9% | -4.7% | -56.2% | -60.1% |
| 6M | -62.8% | -12.4% | -50.4% | -60.9% |
| YTD | -65.7% | -4.1% | -61.7% | -64.6% |
| 1Y | -39.9% | +3.3% | -43.2% | -38.8% |
| 3Y | +10.6% | +110.9% | -100.3% | -6.8% |
| 5Y | -79.7% | +124.8% | -204.4% | -83.4% |
| All | -76.7% | +164.2% | -240.9% | -81.1% |
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 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