+663.0%
TSEM vs GLDM
+143.3%
+519.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.9% | +8.7% | +8.1% |
| 7D | +6.9% | -0.5% | +7.4% | +7.0% |
| 30D | +5.3% | +4.4% | +0.9% | +4.1% |
| 3M | -14.9% | -1.1% | -13.9% | -14.8% |
| 6M | +80.0% | -13.7% | +93.7% | +85.1% |
| YTD | +89.4% | +2.8% | +86.6% | +87.1% |
| 1Y | +253.1% | +24.8% | +228.2% | +236.9% |
| 3Y | +642.1% | +127.8% | +514.3% | +541.5% |
| All | +663.0% | +143.3% | +519.7% | +544.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling