-47.3%
TE vs GLDM
+143.3%
-190.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.8% |
| 7D | -4.0% | -0.5% | -3.4% | -3.6% |
| 30D | -15.9% | +4.4% | -20.3% | -17.9% |
| 3M | -60.5% | -1.1% | -59.5% | -60.2% |
| 6M | -35.2% | -13.7% | -21.5% | -30.8% |
| YTD | -31.1% | +2.8% | -33.9% | -31.4% |
| 1Y | +148.6% | +24.8% | +123.8% | +136.2% |
| 3Y | -26.4% | +127.8% | -154.2% | -50.4% |
| All | -47.3% | +143.3% | -190.6% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling