+421.8%
TPR vs GLDM
+105.8%
+315.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.8% | +6.2% | +6.9% |
| 7D | +13.9% | +1.9% | +12.0% | +13.4% |
| 30D | +14.9% | -1.7% | +16.6% | +15.3% |
| 3M | -15.4% | -3.5% | -11.8% | -14.8% |
| 6M | -4.5% | -10.1% | +5.6% | -2.7% |
| YTD | +6.0% | -5.0% | +11.0% | +6.2% |
| 1Y | +24.3% | +2.8% | +21.5% | +23.0% |
| All | +421.8% | +105.8% | +315.9% | +288.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling