-21.2%
TMUS vs GLDM
+2.8%
-24.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.6% | +3.7% |
| 7D | +7.5% | -0.3% | +7.8% | +7.4% |
| 30D | -3.3% | -1.9% | -1.5% | -3.6% |
| 3M | -9.7% | -0.4% | -9.3% | -9.8% |
| 6M | -17.2% | -10.1% | -7.1% | -18.3% |
| YTD | -20.3% | -5.8% | -14.5% | -22.2% |
| 1Y | -21.2% | +3.1% | -24.3% | -22.0% |
| All | -21.2% | +2.8% | -24.0% | -22.0% |
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