-78.9%
TE vs GLDM
+157.3%
-236.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.6% | -7.0% | -8.5% |
| 7D | -26.9% | +2.9% | -29.7% | -27.8% |
| 30D | -38.9% | -3.9% | -35.0% | -37.9% |
| 3M | -61.0% | -8.1% | -52.9% | -59.5% |
| 6M | -66.4% | -14.7% | -51.7% | -64.2% |
| YTD | -69.0% | -6.6% | -62.4% | -67.6% |
| 1Y | -54.0% | -2.1% | -51.9% | -52.4% |
| 3Y | +38.0% | +107.7% | -69.7% | +17.3% |
| 5Y | -81.0% | +116.5% | -197.5% | -84.2% |
| All | -78.9% | +157.3% | -236.2% | -82.7% |
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