-49.1%
TE vs GLDM
+1.2%
-50.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.8% | -4.5% |
| 7D | -10.5% | +5.0% | -15.5% | -14.6% |
| 30D | -32.4% | -1.3% | -31.1% | -31.7% |
| 3M | -60.9% | -4.7% | -56.2% | -59.3% |
| 6M | -62.8% | -12.4% | -50.4% | -59.0% |
| YTD | -65.7% | -4.1% | -61.7% | -67.8% |
| All | -49.1% | +1.2% | -50.4% | -58.2% |
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