+504.5%
TSEM vs GLDM
+219.1%
+285.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +5.1% |
| 7D | -17.5% | +4.7% | -22.2% | -18.9% |
| 30D | -44.7% | -0.9% | -43.8% | -44.5% |
| 3M | -38.9% | -4.3% | -34.6% | -37.9% |
| 6M | -36.7% | -13.4% | -23.3% | -34.1% |
| YTD | +17.0% | -5.8% | +22.8% | +18.6% |
| 1Y | +62.8% | +2.1% | +60.8% | +62.0% |
| 3Y | +471.3% | +105.0% | +366.3% | +383.8% |
| 5Y | +290.3% | +122.5% | +167.8% | +221.9% |
| All | +504.5% | +219.1% | +285.4% | +360.9% |
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