-43.8%
TOST vs GLDM
+129.8%
-173.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | +11.6% | +1.9% | +9.7% | +11.3% |
| 30D | +16.2% | -1.7% | +17.9% | +16.4% |
| 3M | +1.0% | -3.5% | +4.6% | +1.3% |
| 6M | +23.2% | -10.1% | +33.3% | +24.4% |
| YTD | -1.0% | -5.0% | +4.1% | -2.7% |
| 1Y | -9.9% | +2.8% | -12.7% | -13.1% |
| 3Y | +101.0% | +105.1% | -4.1% | +47.9% |
| 5Y | -40.4% | +124.3% | -164.7% | -63.0% |
| All | -43.8% | +129.8% | -173.5% | -66.6% |
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