+1,709.2%
TSM vs GLD
+215.8%
+1,493.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.1% |
| 7D | +2.7% | -0.5% | +3.2% | +2.9% |
| 30D | +3.6% | +4.4% | -0.8% | +2.3% |
| 3M | -3.4% | -1.1% | -2.3% | -3.2% |
| 6M | +20.6% | -13.8% | +34.4% | +24.9% |
| YTD | +41.9% | +2.6% | +39.2% | +40.5% |
| 1Y | +84.4% | +24.5% | +59.9% | +74.0% |
| 3Y | +380.2% | +125.8% | +254.4% | +285.9% |
| 5Y | +275.3% | +137.8% | +137.5% | +194.0% |
| All | +1,709.2% | +215.8% | +1,493.3% | +1,377.3% |
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