-27.2%
TGT vs GLDM
+107.5%
-134.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.9% |
| 7D | +2.6% | -5.5% | +8.1% | +2.9% |
| 30D | +6.6% | -7.0% | +13.6% | +7.0% |
| 3M | +5.2% | -12.3% | +17.5% | +5.9% |
| 6M | +35.3% | -17.9% | +53.2% | +36.8% |
| YTD | +70.3% | -10.3% | +80.6% | +68.7% |
| 1Y | +81.2% | -7.8% | +88.9% | +78.9% |
| 3Y | +66.9% | +99.5% | -32.5% | +37.1% |
| 5Y | -27.2% | +106.5% | -133.7% | -45.2% |
| All | -27.2% | +107.5% | -134.7% | -45.2% |
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