-10.5%
TEM vs GLDM
+2.8%
-13.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.7% | -6.5% | -5.3% |
| 7D | -1.3% | -0.3% | -1.0% | -1.1% |
| 30D | -9.5% | -1.9% | -7.6% | -8.3% |
| 3M | +60.7% | -0.4% | +61.1% | +64.5% |
| 6M | +35.5% | -10.1% | +45.5% | +44.7% |
| YTD | +28.0% | -5.8% | +33.9% | +32.5% |
| 1Y | -10.5% | +3.1% | -13.6% | -15.1% |
| All | -10.5% | +2.8% | -13.3% | -15.1% |
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