+160.2%
TSCO vs GLDM
+248.1%
-87.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +0.8% | -0.5% | +1.3% | +0.8% |
| 30D | +5.5% | +4.4% | +1.0% | +5.0% |
| 3M | +20.0% | -1.1% | +21.0% | +20.1% |
| 6M | -29.8% | -13.7% | -16.1% | -28.7% |
| YTD | -28.7% | +2.8% | -31.4% | -28.8% |
| 1Y | -40.9% | +24.8% | -65.8% | -42.1% |
| 3Y | -15.9% | +127.8% | -143.8% | -22.9% |
| 5Y | -3.5% | +141.1% | -144.6% | -12.8% |
| All | +160.2% | +248.1% | -87.9% | +153.4% |
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