+143.0%
TEAM vs GLDM
+219.1%
-76.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.8% | -15.4% | -16.1% |
| 7D | -19.8% | +4.7% | -24.5% | -20.3% |
| 30D | -21.5% | -0.9% | -20.6% | -21.4% |
| 3M | +39.5% | -4.3% | +43.8% | +40.3% |
| 6M | +73.1% | -13.4% | +86.5% | +75.3% |
| YTD | -5.2% | -5.8% | +0.6% | -6.2% |
| 1Y | -1.6% | +2.1% | -3.6% | -4.1% |
| 3Y | -11.4% | +105.0% | -116.5% | -27.9% |
| 5Y | -65.1% | +122.5% | -187.6% | -72.3% |
| All | +143.0% | +219.1% | -76.1% | +111.1% |
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