+283.4%
TRV vs GLDM
+219.1%
+64.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | -0.3% | +4.7% | -4.9% | -0.4% |
| 30D | +9.6% | -0.9% | +10.5% | +9.6% |
| 3M | +2.7% | -4.3% | +7.0% | +2.8% |
| 6M | +32.0% | -13.4% | +45.4% | +32.7% |
| YTD | +37.8% | -5.8% | +43.6% | +37.5% |
| 1Y | +45.2% | +2.1% | +43.2% | +44.3% |
| 3Y | +145.3% | +105.0% | +40.2% | +132.5% |
| 5Y | +172.3% | +122.5% | +49.8% | +155.0% |
| All | +283.4% | +219.1% | +64.3% | +269.7% |
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