-31.8%
TE vs GLDM
+104.2%
-136.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +4.0% |
| 7D | -12.6% | +4.7% | -17.3% | -15.2% |
| 30D | -36.7% | -0.9% | -35.9% | -36.5% |
| 3M | -57.5% | -4.3% | -53.2% | -56.4% |
| 6M | -55.2% | -13.4% | -41.8% | -51.9% |
| YTD | -64.7% | -5.8% | -58.9% | -62.6% |
| 1Y | -35.9% | +2.1% | -37.9% | -33.0% |
| 3Y | -31.8% | +105.0% | -136.8% | -62.9% |
| All | -31.8% | +104.2% | -136.0% | -62.9% |
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