-23.4%
TSLL vs GLDM
+24.7%
-48.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.9% | -11.0% | -11.1% |
| 7D | +1.9% | -0.5% | +2.4% | +2.6% |
| 30D | +17.8% | +4.4% | +13.4% | +14.6% |
| 3M | -37.0% | -1.1% | -35.9% | -36.2% |
| 6M | -37.7% | -13.7% | -24.0% | -33.3% |
| YTD | -51.4% | +2.8% | -54.1% | -54.1% |
| 1Y | -23.4% | +24.8% | -48.2% | -37.2% |
| All | -23.4% | +24.7% | -48.1% | -37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling