+259.7%
TMO vs GLDM
+225.0%
+34.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.9% | +2.0% | +3.6% |
| 7D | +5.7% | +5.0% | +0.7% | +4.9% |
| 30D | +9.7% | -1.3% | +11.0% | +9.9% |
| 3M | +21.6% | -4.7% | +26.3% | +22.4% |
| 6M | +55.5% | -12.4% | +67.9% | +58.5% |
| YTD | +24.9% | -4.1% | +28.9% | +25.3% |
| 1Y | +26.5% | +3.3% | +23.2% | +25.4% |
| 3Y | +64.0% | +110.9% | -46.9% | +39.4% |
| 5Y | +18.3% | +124.8% | -106.4% | -2.1% |
| All | +259.7% | +225.0% | +34.6% | +229.3% |
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