+103.3%
TJX vs GLDM
+143.3%
-40.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.4% |
| YTD | -13.2% | +2.8% | -16.0% | -13.7% |
| 1Y | -5.2% | +24.8% | -30.0% | -7.0% |
| 3Y | +48.2% | +127.8% | -79.6% | +39.1% |
| All | +103.3% | +143.3% | -40.0% | +83.8% |
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