-19.9%
TMUS vs GLDM
+2.8%
-22.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +1.0% |
| 7D | +9.0% | +1.9% | +7.1% | +9.3% |
| 30D | -3.2% | -1.7% | -1.5% | -3.5% |
| 3M | -6.9% | -3.5% | -3.4% | -7.3% |
| 6M | -16.4% | -10.1% | -6.4% | -17.5% |
| YTD | -19.6% | -5.0% | -14.6% | -21.5% |
| 1Y | -19.9% | +2.8% | -22.7% | -21.1% |
| All | -19.9% | +2.8% | -22.7% | -21.1% |
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 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