+33.0%
TSM vs GLDM
+1.2%
+31.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.8% |
| 7D | -2.5% | +5.0% | -7.5% | -4.4% |
| 30D | -14.3% | -1.3% | -13.0% | -13.8% |
| 3M | -7.2% | -4.7% | -2.5% | -5.7% |
| 6M | -5.1% | -12.4% | +7.3% | -0.9% |
| YTD | +28.9% | -4.1% | +32.9% | +36.0% |
| All | +33.0% | +1.2% | +31.8% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling