+258.4%
TPR vs GLDM
+126.2%
+132.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.8% | +6.2% | +6.9% |
| 7D | +13.9% | +1.9% | +12.0% | +13.5% |
| 30D | +14.9% | -1.7% | +16.6% | +15.2% |
| 3M | -15.4% | -3.5% | -11.8% | -14.9% |
| 6M | -4.5% | -10.1% | +5.6% | -3.0% |
| YTD | +6.0% | -5.0% | +11.0% | +6.3% |
| 1Y | +24.3% | +2.8% | +21.5% | +23.5% |
| 3Y | +412.8% | +105.1% | +307.7% | +355.2% |
| 5Y | +258.4% | +124.3% | +134.2% | +174.8% |
| All | +258.4% | +126.2% | +132.3% | +174.8% |
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