-34.1%
TE vs GLDM
+105.8%
-139.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | +0.8% | -17.3% | -17.0% |
| 7D | -20.3% | +1.9% | -22.2% | -21.3% |
| 30D | -40.0% | -1.7% | -38.3% | -39.5% |
| 3M | -58.3% | -3.5% | -54.8% | -57.4% |
| 6M | -57.3% | -10.1% | -47.2% | -54.8% |
| YTD | -65.9% | -5.0% | -60.8% | -64.0% |
| 1Y | -44.3% | +2.8% | -47.0% | -42.0% |
| All | -34.1% | +105.8% | -139.9% | -64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling