+1,643.1%
TSM vs GLD
+206.1%
+1,437.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.7% |
| 7D | +6.2% | -4.6% | +10.8% | +7.6% |
| 30D | -7.3% | -5.5% | -1.8% | -5.9% |
| 3M | -7.1% | -10.9% | +3.8% | -4.2% |
| 6M | +0.2% | -17.4% | +17.7% | +5.5% |
| YTD | +32.2% | -10.3% | +42.6% | +35.9% |
| 1Y | +42.8% | -7.2% | +50.0% | +45.4% |
| 3Y | +330.4% | +96.9% | +233.5% | +259.2% |
| 5Y | +263.9% | +103.8% | +160.2% | +197.0% |
| All | +1,643.1% | +206.1% | +1,437.0% | +1,352.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 10y: compounded portfolio wealth divided by compounded GLD 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…
10y analysis · Full analysis span regression · 6 months rolling