+878.6%
TSEM vs GLDM
+248.1%
+630.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +85.7% |
| YTD | +89.4% | +2.8% | +86.6% | +86.9% |
| 1Y | +253.1% | +24.8% | +228.2% | +233.6% |
| 3Y | +642.1% | +127.8% | +514.3% | +509.3% |
| 5Y | +659.1% | +141.1% | +517.9% | +510.4% |
| All | +878.6% | +248.1% | +630.5% | +626.1% |
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 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