+162.1%
TGT vs GLDM
+219.1%
-57.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | +2.6% | +4.7% | -2.0% | +2.5% |
| 30D | +5.0% | -0.9% | +5.8% | +4.9% |
| 3M | +8.5% | -4.3% | +12.8% | +8.7% |
| 6M | +23.8% | -13.4% | +37.2% | +24.3% |
| YTD | +66.5% | -5.8% | +72.3% | +65.5% |
| 1Y | +84.9% | +2.1% | +82.8% | +83.0% |
| 3Y | +59.2% | +105.0% | -45.8% | +46.5% |
| 5Y | -27.2% | +122.5% | -149.7% | -34.2% |
| All | +162.1% | +219.1% | -57.0% | +156.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling