-49.1%
TSLL vs GLDM
+125.2%
-174.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.7% | -10.0% | -8.0% |
| 7D | -9.4% | -0.3% | -9.2% | -9.4% |
| 30D | +1.6% | -1.9% | +3.4% | +2.4% |
| 3M | +29.4% | -0.4% | +29.8% | +30.4% |
| 6M | -20.1% | -10.1% | -10.1% | -16.0% |
| YTD | -44.5% | -5.8% | -38.7% | -42.3% |
| 1Y | -46.0% | +3.1% | -49.1% | -44.5% |
| 3Y | -4.3% | +103.4% | -107.7% | -13.2% |
| All | -49.1% | +125.2% | -174.3% | -53.6% |
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