+1,502.2%
TSM vs GLD
+205.3%
+1,296.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +3.0% |
| 7D | -2.5% | +4.9% | -7.5% | -3.9% |
| 30D | -14.3% | -1.3% | -13.0% | -14.0% |
| 3M | -7.2% | -4.8% | -2.5% | -6.0% |
| 6M | -5.1% | -12.5% | +7.4% | -1.7% |
| YTD | +28.9% | -4.2% | +33.1% | +30.1% |
| 1Y | +37.1% | +3.0% | +34.0% | +35.8% |
| 3Y | +341.5% | +109.1% | +232.3% | +261.5% |
| 5Y | +245.7% | +121.6% | +124.1% | +175.4% |
| 10Y | +1,502.2% | +212.2% | +1,290.0% | +1,229.0% |
| All | +1,502.2% | +205.3% | +1,296.9% | +1,229.0% |
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