-11.2%
TEL vs GLDM
-1.4%
-9.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | +0.4% |
| 7D | -0.9% | +2.9% | -3.8% | -1.9% |
| 30D | -0.2% | -3.9% | +3.7% | +1.0% |
| 3M | +2.0% | -8.1% | +10.2% | +4.5% |
| 6M | +6.4% | -14.7% | +21.1% | +10.6% |
| YTD | -3.2% | -6.6% | +3.3% | +0.8% |
| 1Y | -11.2% | -2.1% | -9.1% | -9.4% |
| All | -11.2% | -1.4% | -9.7% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling