+263.4%
TSM vs GLDM
+116.0%
+147.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.7% | +2.9% |
| 7D | -2.1% | +2.9% | -4.9% | -3.1% |
| 30D | -12.5% | -3.9% | -8.6% | -11.5% |
| 3M | -5.0% | -8.1% | +3.1% | -2.6% |
| 6M | -3.2% | -14.7% | +11.5% | +1.4% |
| YTD | +31.5% | -6.6% | +38.1% | +33.9% |
| 1Y | +35.7% | -2.1% | +37.7% | +36.2% |
| 3Y | +323.5% | +107.7% | +215.8% | +233.6% |
| 5Y | +263.4% | +116.5% | +146.9% | +164.8% |
| All | +263.4% | +116.0% | +147.4% | +164.8% |
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