+220.7%
TPR vs GLDM
+248.1%
-27.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | -23.0% | +4.4% | -27.4% | -23.3% |
| 3M | -12.5% | -1.1% | -11.4% | -12.5% |
| 6M | -21.4% | -13.7% | -7.8% | -20.8% |
| YTD | -3.5% | +2.8% | -6.3% | -3.9% |
| 1Y | +17.4% | +24.8% | -7.5% | +15.6% |
| 3Y | +291.3% | +127.8% | +163.4% | +271.8% |
| 5Y | +241.9% | +141.1% | +100.8% | +217.7% |
| All | +220.7% | +248.1% | -27.4% | +234.1% |
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