+8,684.6%
TSM vs GLD
+745.1%
+7,939.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.8% | -11.6% | -10.9% |
| 7D | -18.2% | +1.9% | -20.1% | -18.5% |
| 30D | -26.8% | -1.8% | -25.0% | -26.6% |
| 3M | -14.5% | -3.6% | -10.8% | -14.0% |
| 6M | -10.0% | -10.2% | +0.2% | -8.4% |
| YTD | +17.1% | -5.3% | +22.4% | +18.1% |
| 1Y | +21.5% | +2.5% | +19.1% | +21.0% |
| 3Y | +300.4% | +103.2% | +197.2% | +257.9% |
| 5Y | +224.7% | +121.1% | +103.6% | +185.7% |
| 10Y | +1,372.7% | +201.9% | +1,170.8% | +1,150.2% |
| All | +8,684.6% | +745.1% | +7,939.5% | +5,373.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling