+570.3%
TSEM vs GLDM
+225.0%
+345.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.9% | +9.0% | +10.3% |
| 7D | -2.0% | +5.0% | -6.9% | -3.6% |
| 30D | -33.4% | -1.3% | -32.1% | -33.1% |
| 3M | -39.7% | -4.7% | -35.0% | -38.7% |
| 6M | -27.8% | -12.4% | -15.4% | -25.2% |
| YTD | +29.7% | -4.1% | +33.7% | +30.8% |
| 1Y | +81.1% | +3.3% | +77.8% | +79.5% |
| 3Y | +529.3% | +110.9% | +418.4% | +429.0% |
| 5Y | +315.0% | +124.8% | +190.2% | +241.3% |
| All | +570.3% | +225.0% | +345.3% | +408.4% |
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