+43.3%
TEL vs GLDM
+107.5%
-64.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.1% |
| 7D | +5.6% | -5.5% | +11.1% | +6.9% |
| 30D | +0.9% | -7.0% | +7.9% | +2.5% |
| 3M | +2.1% | -12.3% | +14.4% | +4.8% |
| 6M | +2.7% | -17.9% | +20.6% | +6.5% |
| YTD | -3.2% | -10.3% | +7.1% | -1.0% |
| 1Y | -10.6% | -7.8% | -2.8% | -8.9% |
| 3Y | +79.8% | +99.5% | -19.7% | +58.2% |
| 5Y | +43.3% | +106.5% | -63.2% | +15.2% |
| All | +43.3% | +107.5% | -64.2% | +15.2% |
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