+444.9%
TSEM vs GLDM
+105.8%
+339.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | +0.8% | -12.8% | -12.3% |
| 7D | -30.3% | +1.9% | -32.2% | -30.8% |
| 30D | -49.3% | -1.7% | -47.6% | -48.9% |
| 3M | -38.0% | -3.5% | -34.4% | -36.9% |
| 6M | -41.9% | -10.1% | -31.9% | -39.8% |
| YTD | +11.6% | -5.0% | +16.6% | +12.9% |
| 1Y | +50.5% | +2.8% | +47.7% | +48.8% |
| All | +444.9% | +105.8% | +339.0% | +341.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling