+1,210.5%
TSM vs GLDM
+204.0%
+1,006.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.1% |
| 7D | +14.8% | -5.5% | +20.3% | +16.7% |
| 30D | -8.9% | -7.0% | -1.9% | -7.0% |
| 3M | -5.3% | -12.3% | +7.0% | -1.6% |
| 6M | +2.6% | -17.9% | +20.5% | +8.4% |
| YTD | +34.5% | -10.3% | +44.8% | +38.3% |
| 1Y | +41.0% | -7.8% | +48.8% | +43.8% |
| 3Y | +333.1% | +99.5% | +233.6% | +252.6% |
| 5Y | +270.1% | +106.5% | +163.6% | +193.6% |
| All | +1,210.5% | +204.0% | +1,006.5% | +1,026.2% |
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