-14.0%
TLT vs GLDM
+219.0%
-233.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.1% |
| 7D | +1.0% | -0.3% | +1.2% | +1.0% |
| 30D | +6.0% | -1.9% | +7.9% | +6.4% |
| 3M | -0.9% | -0.4% | -0.5% | -1.0% |
| 6M | -2.3% | -10.1% | +7.8% | -0.4% |
| YTD | -3.3% | -5.8% | +2.5% | -3.7% |
| 1Y | -5.6% | +3.1% | -8.7% | -8.4% |
| 3Y | +5.2% | +103.4% | -98.1% | -19.4% |
| 5Y | -33.9% | +125.5% | -159.4% | -51.2% |
| All | -14.0% | +219.0% | -233.0% | -45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling