+50.2%
TJX vs GLDM
+130.1%
-80.0%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | -17.1% | +4.4% | -21.6% | -17.2% |
| 3M | -16.5% | -1.1% | -15.4% | -16.4% |
| 6M | -17.8% | -13.7% | -4.1% | -17.5% |
| YTD | -13.2% | +2.8% | -16.0% | -13.8% |
| 1Y | -5.2% | +24.8% | -30.0% | -7.2% |
| All | +50.2% | +130.1% | -80.0% | +38.7% |
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