+248.6%
TMO vs GLDM
+204.0%
+44.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.1% |
| 7D | +3.3% | -5.5% | +8.8% | +4.2% |
| 30D | +5.5% | -7.0% | +12.5% | +6.7% |
| 3M | +16.1% | -12.3% | +28.4% | +18.4% |
| 6M | +52.6% | -17.9% | +70.5% | +57.1% |
| YTD | +21.0% | -10.3% | +31.3% | +22.7% |
| 1Y | +19.4% | -7.8% | +27.1% | +20.4% |
| 3Y | +57.5% | +99.5% | -42.0% | +35.0% |
| 5Y | +11.7% | +106.5% | -94.8% | -6.4% |
| All | +248.6% | +204.0% | +44.7% | +222.5% |
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 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