-44.5%
TOST vs GLDM
+127.9%
-172.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +9.4% | +4.7% | +4.8% | +8.8% |
| 30D | +13.5% | -0.9% | +14.3% | +13.6% |
| 3M | -0.1% | -4.3% | +4.2% | +0.2% |
| 6M | +22.5% | -13.4% | +35.9% | +24.3% |
| YTD | -2.4% | -5.8% | +3.4% | -4.0% |
| 1Y | -4.7% | +2.1% | -6.8% | -8.0% |
| 3Y | +103.2% | +105.0% | -1.8% | +49.3% |
| 5Y | -41.2% | +122.5% | -163.7% | -63.5% |
| All | -44.5% | +127.9% | -172.5% | -67.0% |
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