-45.7%
TOST vs GLDM
+148.7%
-194.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | -2.4% | +4.4% | -6.8% | -2.9% |
| 3M | +34.6% | -1.1% | +35.7% | +34.7% |
| 6M | +15.2% | -13.7% | +28.9% | +17.2% |
| YTD | -4.4% | +2.8% | -7.2% | -6.8% |
| 1Y | -17.4% | +24.8% | -42.3% | -23.7% |
| 3Y | +54.5% | +127.8% | -73.4% | +11.9% |
| All | -45.7% | +148.7% | -194.4% | -68.0% |
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 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