+546.5%
TSEM vs GLDM
+204.4%
+342.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.1% | -7.0% |
| 7D | +7.0% | -4.6% | +11.6% | +8.6% |
| 30D | -29.8% | -5.5% | -24.3% | -28.5% |
| 3M | -41.9% | -10.9% | -31.1% | -39.8% |
| 6M | -45.8% | -17.3% | -28.4% | -42.7% |
| YTD | +25.1% | -10.2% | +35.3% | +28.8% |
| 1Y | +48.2% | -6.9% | +55.2% | +51.2% |
| 3Y | +476.5% | +98.7% | +377.8% | +393.9% |
| 5Y | +301.4% | +106.7% | +194.7% | +238.6% |
| All | +546.5% | +204.4% | +342.2% | +400.4% |
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 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