-41.3%
TOST vs GLDM
+125.5%
-166.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.7% | +1.8% | +5.1% |
| 7D | +10.7% | -0.3% | +11.0% | +10.7% |
| 30D | +17.7% | -1.9% | +19.6% | +17.9% |
| 3M | +4.6% | -0.4% | +5.0% | +4.6% |
| 6M | +20.3% | -10.1% | +30.3% | +21.3% |
| YTD | -0.4% | -5.8% | +5.5% | -2.0% |
| 1Y | -0.8% | +3.1% | -3.9% | -4.2% |
| 3Y | +102.2% | +103.4% | -1.2% | +52.8% |
| 5Y | -41.3% | +125.5% | -166.8% | -61.9% |
| All | -41.3% | +125.5% | -166.8% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling