+167.9%
TEL vs GLDM
+225.0%
-57.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.8% | +5.3% |
| 7D | +0.6% | +5.0% | -4.4% | -0.4% |
| 30D | +0.2% | -1.3% | +1.5% | +0.5% |
| 3M | +1.5% | -4.7% | +6.2% | +2.4% |
| 6M | +6.9% | -12.4% | +19.3% | +9.2% |
| YTD | -2.8% | -4.1% | +1.2% | -2.2% |
| 1Y | -8.8% | +3.3% | -12.1% | -9.2% |
| 3Y | +84.3% | +110.9% | -26.7% | +61.7% |
| 5Y | +46.8% | +124.8% | -78.0% | +25.2% |
| All | +167.9% | +225.0% | -57.1% | +134.7% |
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