+182.9%
TMUS vs GLDM
+221.7%
-38.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.9% |
| 7D | +9.0% | +1.9% | +7.1% | +9.0% |
| 30D | -3.2% | -1.7% | -1.5% | -3.2% |
| 3M | -6.9% | -3.5% | -3.4% | -6.9% |
| 6M | -16.4% | -10.1% | -6.4% | -16.3% |
| YTD | -19.6% | -5.0% | -14.6% | -20.3% |
| 1Y | -19.9% | +2.8% | -22.7% | -21.0% |
| 3Y | +14.5% | +105.1% | -90.6% | +5.6% |
| 5Y | +37.7% | +124.3% | -86.6% | +25.2% |
| All | +182.9% | +221.7% | -38.8% | +173.4% |
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