+166.7%
TEL vs GLDM
+216.5%
-49.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | +0.1% |
| 7D | -0.9% | +2.9% | -3.8% | -1.5% |
| 30D | -0.2% | -3.9% | +3.7% | +0.5% |
| 3M | +2.0% | -8.1% | +10.2% | +3.6% |
| 6M | +6.4% | -14.7% | +21.1% | +9.3% |
| YTD | -3.2% | -6.6% | +3.3% | -2.1% |
| 1Y | -11.2% | -2.1% | -9.1% | -10.8% |
| 3Y | +79.8% | +107.7% | -27.9% | +58.3% |
| 5Y | +46.6% | +116.5% | -69.9% | +25.9% |
| All | +166.7% | +216.5% | -49.7% | +134.9% |
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 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