+240.4%
TPR vs GLDM
+143.3%
+97.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -23.5% |
| 3M | -12.5% | -1.1% | -11.4% | -12.5% |
| 6M | -21.4% | -13.7% | -7.8% | -20.4% |
| YTD | -3.5% | +2.8% | -6.3% | -4.3% |
| 1Y | +17.4% | +24.8% | -7.5% | +14.0% |
| 3Y | +291.3% | +127.8% | +163.4% | +250.5% |
| All | +240.4% | +143.3% | +97.1% | +173.4% |
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 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