+42.0%
TMUS vs GLDM
+143.3%
-101.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.5% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +5.3% | +4.4% | +0.8% | +5.3% |
| 3M | +3.1% | -1.1% | +4.2% | +3.1% |
| 6M | -16.5% | -13.7% | -2.8% | -16.4% |
| YTD | -9.2% | +2.8% | -11.9% | -9.9% |
| 1Y | -26.5% | +24.8% | -51.3% | -28.1% |
| 3Y | +39.0% | +127.8% | -88.8% | +28.0% |
| All | +42.0% | +143.3% | -101.3% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling