+11.0%
TEM vs GLDM
-3.6%
+14.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.6% |
| 7D | +5.1% | -2.0% | +7.0% | +6.6% |
| 30D | +16.8% | -4.4% | +21.3% | +20.7% |
| 3M | +42.6% | -8.8% | +51.5% | +52.9% |
| 6M | +63.9% | -15.9% | +79.8% | +80.8% |
| YTD | +34.5% | -7.7% | +42.2% | +42.4% |
| 1Y | +11.0% | -3.6% | +14.6% | +11.7% |
| All | +11.0% | -3.6% | +14.6% | +11.7% |
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