-14.5%
TLT vs GLDM
+212.7%
-227.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -1.0% | -2.0% | +0.9% | -0.6% |
| 30D | +3.7% | -4.4% | +8.1% | +4.6% |
| 3M | -0.8% | -8.8% | +8.1% | +1.0% |
| 6M | -3.6% | -15.9% | +12.3% | -0.3% |
| YTD | -3.9% | -7.7% | +3.8% | -3.9% |
| 1Y | -6.2% | -3.6% | -2.6% | -7.4% |
| 3Y | +4.2% | +105.2% | -101.1% | -20.7% |
| 5Y | -34.7% | +112.8% | -147.4% | -51.1% |
| All | -14.5% | +212.7% | -227.3% | -45.7% |
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 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