+257.1%
TRV vs GLDM
+248.1%
+8.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | -0.1% | -0.5% | +0.4% | -0.1% |
| 30D | -3.4% | +4.4% | -7.8% | -3.6% |
| 3M | +26.4% | -1.1% | +27.5% | +26.4% |
| 6M | +19.3% | -13.7% | +33.0% | +20.1% |
| YTD | +28.3% | +2.8% | +25.6% | +27.8% |
| 1Y | +34.3% | +24.8% | +9.4% | +31.9% |
| 3Y | +140.1% | +127.8% | +12.3% | +126.8% |
| 5Y | +155.7% | +141.1% | +14.6% | +139.2% |
| All | +257.1% | +248.1% | +8.9% | +243.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling