+162.4%
TSCO vs GLDM
+242.2%
-79.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.0% |
| 7D | +1.7% | +0.7% | +0.9% | +1.6% |
| 30D | +2.8% | +0.3% | +2.5% | +2.8% |
| 3M | +17.9% | +0.7% | +17.2% | +17.8% |
| 6M | -28.6% | -15.4% | -13.1% | -27.3% |
| YTD | -28.0% | +1.0% | -29.1% | -28.1% |
| 1Y | -39.9% | +19.7% | -59.6% | -40.8% |
| 3Y | -14.0% | +126.5% | -140.5% | -21.1% |
| 5Y | -2.9% | +142.5% | -145.4% | -12.4% |
| All | +162.4% | +242.2% | -79.7% | +156.0% |
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