+299.4%
TPR vs GLDM
+128.8%
+170.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | -23.0% | +4.4% | -27.4% | -23.7% |
| 3M | -12.5% | -1.1% | -11.4% | -12.5% |
| 6M | -21.4% | -13.7% | -7.8% | -20.0% |
| YTD | -3.5% | +2.8% | -6.3% | -4.9% |
| 1Y | +17.4% | +24.8% | -7.5% | +11.8% |
| All | +299.4% | +128.8% | +170.7% | +185.1% |
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 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