+172.4%
TSCO vs GLDM
+204.0%
-31.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | 0.0% |
| 7D | +0.1% | -5.5% | +5.6% | +0.6% |
| 30D | +8.7% | -7.0% | +15.7% | +9.4% |
| 3M | +1.2% | -12.3% | +13.5% | +2.5% |
| 6M | +21.6% | -17.9% | +39.5% | +23.9% |
| YTD | -25.3% | -10.3% | -15.0% | -24.5% |
| 1Y | -33.0% | -7.8% | -25.2% | -32.5% |
| 3Y | -2.3% | +99.5% | -101.7% | -9.2% |
| 5Y | -9.2% | +106.5% | -115.6% | -16.8% |
| All | +172.4% | +204.0% | -31.6% | +168.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling