+109.8%
TEM vs GLDM
+77.5%
+32.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.9% | +9.2% | +10.1% |
| 7D | +7.6% | +5.0% | +2.6% | +5.0% |
| 30D | +19.0% | -1.3% | +20.3% | +19.9% |
| 3M | +62.2% | -4.7% | +66.9% | +66.9% |
| 6M | +69.4% | -12.4% | +81.7% | +78.0% |
| YTD | +43.0% | -4.1% | +47.1% | +49.7% |
| 1Y | +18.0% | +3.3% | +14.7% | +22.2% |
| All | +109.8% | +77.5% | +32.3% | +112.5% |
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