+41.6%
TEL vs GLDM
+121.8%
-80.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -2.8% | +4.7% | -7.5% | -3.8% |
| 30D | -4.1% | -0.9% | -3.2% | -3.9% |
| 3M | -3.4% | -4.3% | +0.9% | -2.6% |
| 6M | -3.5% | -13.4% | +9.9% | -1.1% |
| YTD | -8.0% | -5.8% | -2.2% | -6.9% |
| 1Y | -13.7% | +2.1% | -15.8% | -13.6% |
| 3Y | +71.9% | +105.0% | -33.1% | +50.0% |
| All | +41.6% | +121.8% | -80.2% | +11.3% |
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