+196.9%
TJX vs GLDM
+239.3%
-42.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.2% |
| 7D | -4.4% | -3.4% | -1.0% | -4.4% |
| 30D | -18.6% | -1.1% | -17.5% | -18.6% |
| 3M | -24.4% | +5.9% | -30.2% | -24.4% |
| 6M | -20.2% | -16.9% | -3.4% | -20.2% |
| YTD | -16.9% | +0.2% | -17.1% | -17.1% |
| 1Y | -8.5% | +18.6% | -27.1% | -8.9% |
| 3Y | +43.7% | +124.6% | -80.9% | +42.9% |
| 5Y | +97.3% | +140.6% | -43.3% | +95.3% |
| All | +196.9% | +239.3% | -42.4% | +217.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling