+19.4%
TMO vs GLDM
-6.3%
+25.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -2.1% |
| 7D | +3.3% | -5.5% | +8.8% | +4.3% |
| 30D | +5.5% | -7.0% | +12.5% | +6.7% |
| 3M | +16.1% | -12.3% | +28.4% | +18.5% |
| 6M | +52.6% | -17.9% | +70.5% | +57.7% |
| YTD | +21.0% | -10.3% | +31.3% | +21.8% |
| 1Y | +19.4% | -7.8% | +27.1% | +17.5% |
| All | +19.4% | -6.3% | +25.7% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling