+54.8%
TJX vs GLDM
+104.2%
-49.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.4% |
| 7D | -3.6% | +4.7% | -8.2% | -3.6% |
| 30D | -2.5% | -0.9% | -1.7% | -2.6% |
| 3M | -16.2% | -4.3% | -11.9% | -16.3% |
| 6M | -12.4% | -13.4% | +1.0% | -12.2% |
| YTD | -11.1% | -5.8% | -5.3% | -11.8% |
| 1Y | -4.7% | +2.1% | -6.8% | -5.9% |
| 3Y | +54.8% | +105.0% | -50.2% | +41.0% |
| All | +54.8% | +104.2% | -49.3% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling