-76.0%
TE vs GLDM
+159.4%
-235.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.8% |
| 7D | -12.6% | +4.7% | -17.3% | -14.5% |
| 30D | -36.7% | -0.9% | -35.9% | -36.5% |
| 3M | -57.5% | -4.3% | -53.2% | -56.7% |
| 6M | -55.2% | -13.4% | -41.8% | -52.6% |
| YTD | -64.7% | -5.8% | -58.9% | -63.2% |
| 1Y | -35.9% | +2.1% | -37.9% | -34.3% |
| 3Y | -31.8% | +105.0% | -136.8% | -42.0% |
| 5Y | -79.4% | +122.5% | -201.9% | -83.0% |
| All | -76.0% | +159.4% | -235.4% | -80.3% |
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