-34.7%
TLT vs GLDM
+126.2%
-160.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +0.5% | +1.9% | -1.3% | +0.2% |
| 30D | +6.0% | -1.7% | +7.7% | +6.3% |
| 3M | -0.9% | -3.5% | +2.6% | -0.4% |
| 6M | -2.6% | -10.1% | +7.5% | -1.0% |
| YTD | -3.1% | -5.0% | +1.9% | -4.0% |
| 1Y | -4.4% | +2.8% | -7.1% | -7.3% |
| 3Y | +5.5% | +105.1% | -99.6% | -23.1% |
| 5Y | -34.7% | +124.3% | -159.0% | -54.8% |
| All | -34.7% | +126.2% | -160.9% | -54.8% |
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