+273.1%
TSM vs GLDM
+143.3%
+129.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.1% |
| 7D | +2.7% | -0.5% | +3.3% | +2.9% |
| 30D | +3.6% | +4.4% | -0.8% | +2.1% |
| 3M | -3.4% | -1.1% | -2.3% | -3.2% |
| 6M | +20.6% | -13.7% | +34.3% | +25.1% |
| YTD | +41.9% | +2.8% | +39.1% | +40.3% |
| 1Y | +84.4% | +24.8% | +59.5% | +73.0% |
| 3Y | +380.2% | +127.8% | +252.4% | +271.0% |
| All | +273.1% | +143.3% | +129.8% | +165.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling