+185.4%
TMUS vs GLDM
+219.1%
-33.7%
-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% | +1.7% | +0.9% |
| 7D | +3.6% | +4.7% | -1.1% | +3.6% |
| 30D | -3.4% | -0.9% | -2.5% | -3.4% |
| 3M | -9.5% | -4.3% | -5.2% | -9.5% |
| 6M | -15.2% | -13.4% | -1.8% | -15.0% |
| YTD | -18.9% | -5.8% | -13.1% | -19.5% |
| 1Y | -17.7% | +2.1% | -19.8% | -18.8% |
| 3Y | +15.6% | +105.0% | -89.4% | +6.6% |
| 5Y | +38.9% | +122.5% | -83.6% | +26.3% |
| All | +185.4% | +219.1% | -33.7% | +175.8% |
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