+88.9%
TEM vs GLDM
+74.3%
+14.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.8% | +8.8% | +8.4% |
| 7D | +5.3% | +4.7% | +0.6% | +2.9% |
| 30D | +8.1% | -0.9% | +9.0% | +8.6% |
| 3M | +64.9% | -4.3% | +69.2% | +69.8% |
| 6M | +42.1% | -13.4% | +55.5% | +50.4% |
| YTD | +28.8% | -5.8% | +34.6% | +35.9% |
| 1Y | +5.5% | +2.1% | +3.4% | +10.0% |
| All | +88.9% | +74.3% | +14.7% | +93.0% |
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