+1,155.9%
TSM vs GLDM
+225.0%
+930.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.9% |
| 7D | -2.5% | +5.0% | -7.5% | -4.0% |
| 30D | -14.3% | -1.3% | -13.0% | -13.9% |
| 3M | -7.2% | -4.7% | -2.5% | -6.0% |
| 6M | -5.1% | -12.4% | +7.3% | -1.6% |
| YTD | +28.9% | -4.1% | +32.9% | +30.0% |
| 1Y | +37.1% | +3.3% | +33.7% | +35.4% |
| 3Y | +341.5% | +110.9% | +230.5% | +253.4% |
| 5Y | +245.7% | +124.8% | +120.9% | +167.7% |
| All | +1,155.9% | +225.0% | +930.9% | +958.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling