+219.8%
TMUS vs GLDM
+248.1%
-28.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.4% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +5.3% | +4.4% | +0.8% | +5.1% |
| 3M | +3.1% | -1.1% | +4.2% | +3.2% |
| 6M | -16.5% | -13.7% | -2.8% | -16.1% |
| YTD | -9.2% | +2.8% | -11.9% | -9.9% |
| 1Y | -26.5% | +24.8% | -51.3% | -28.3% |
| 3Y | +39.0% | +127.8% | -88.8% | +27.8% |
| 5Y | +40.4% | +141.1% | -100.8% | +27.7% |
| All | +219.8% | +248.1% | -28.3% | +208.9% |
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