+170.3%
TSCO vs GLDM
+219.1%
-48.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | +7.1% | +4.7% | +2.4% | +6.6% |
| 30D | +11.8% | -0.9% | +12.6% | +11.8% |
| 3M | +7.4% | -4.3% | +11.7% | +7.7% |
| 6M | +13.4% | -13.4% | +26.8% | +15.0% |
| YTD | -25.9% | -5.8% | -20.1% | -25.5% |
| 1Y | -29.9% | +2.1% | -32.0% | -30.0% |
| 3Y | -3.4% | +105.0% | -108.4% | -10.5% |
| 5Y | -9.4% | +122.5% | -131.9% | -17.6% |
| All | +170.3% | +219.1% | -48.8% | +165.4% |
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