-20.8%
TGT vs GLDM
+143.3%
-164.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | +0.8% | -0.5% | +1.3% | +0.8% |
| 30D | +12.2% | +4.4% | +7.8% | +12.0% |
| 3M | +33.8% | -1.1% | +34.9% | +34.0% |
| 6M | +39.3% | -13.7% | +53.0% | +40.2% |
| YTD | +72.9% | +2.8% | +70.1% | +70.3% |
| 1Y | +84.6% | +24.8% | +59.7% | +77.5% |
| 3Y | +46.2% | +127.8% | -81.6% | +22.2% |
| All | -20.8% | +143.3% | -164.1% | -38.0% |
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