+205.7%
TMO vs GLDM
+248.1%
-42.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -1.4% | -0.5% | -0.8% | -1.3% |
| 30D | +6.2% | +4.4% | +1.8% | +5.6% |
| 3M | +27.5% | -1.1% | +28.5% | +27.6% |
| 6M | +20.0% | -13.7% | +33.6% | +22.5% |
| YTD | +6.1% | +2.8% | +3.4% | +5.4% |
| 1Y | +25.8% | +24.8% | +1.0% | +20.9% |
| 3Y | +11.2% | +127.8% | -116.6% | -6.6% |
| 5Y | +9.6% | +141.1% | -131.6% | -10.3% |
| All | +205.7% | +248.1% | -42.4% | +177.1% |
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