-10.3%
TSCO vs GLDM
+107.1%
-117.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +0.3% | -4.6% | +4.9% | +0.8% |
| 30D | +11.3% | -5.5% | +16.8% | +11.9% |
| 3M | +1.5% | -10.9% | +12.3% | +2.5% |
| 6M | +24.0% | -17.3% | +41.3% | +26.3% |
| YTD | -25.7% | -10.2% | -15.5% | -24.8% |
| 1Y | -33.6% | -6.9% | -26.6% | -33.0% |
| 3Y | -1.5% | +98.7% | -100.2% | -8.6% |
| All | -10.3% | +107.1% | -117.4% | -21.0% |
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 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