+100.1%
TEM vs GLDM
+72.8%
+27.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -2.0% | -3.3% |
| 7D | +3.5% | +2.9% | +0.7% | +2.1% |
| 30D | +13.5% | -3.9% | +17.5% | +15.9% |
| 3M | +46.3% | -8.1% | +54.4% | +53.0% |
| 6M | +61.5% | -14.7% | +76.2% | +72.1% |
| YTD | +36.4% | -6.6% | +43.0% | +44.7% |
| 1Y | +12.2% | -2.1% | +14.3% | +18.2% |
| All | +100.1% | +72.8% | +27.3% | +105.4% |
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 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