+180.4%
TMUS vs GLDM
+219.0%
-38.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.7% | -0.6% | +3.1% |
| 7D | +7.5% | -0.3% | +7.8% | +7.5% |
| 30D | -3.3% | -1.9% | -1.5% | -3.3% |
| 3M | -9.7% | -0.4% | -9.3% | -9.8% |
| 6M | -17.2% | -10.1% | -7.1% | -17.1% |
| YTD | -20.3% | -5.8% | -14.5% | -21.0% |
| 1Y | -21.2% | +3.1% | -24.3% | -22.3% |
| 3Y | +13.5% | +103.4% | -89.9% | +4.7% |
| 5Y | +36.5% | +125.5% | -89.0% | +23.9% |
| All | +180.4% | +219.0% | -38.6% | +171.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling