+1,041.1%
TSM vs GLDM
+221.7%
+819.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.8% | -11.6% | -11.0% |
| 7D | -18.2% | +1.9% | -20.1% | -18.7% |
| 30D | -26.8% | -1.7% | -25.1% | -26.4% |
| 3M | -14.5% | -3.5% | -10.9% | -13.7% |
| 6M | -10.0% | -10.1% | 0.0% | -7.3% |
| YTD | +17.1% | -5.0% | +22.2% | +18.5% |
| 1Y | +21.5% | +2.8% | +18.7% | +20.3% |
| 3Y | +300.4% | +105.1% | +195.3% | +223.0% |
| 5Y | +224.7% | +124.3% | +100.4% | +151.7% |
| All | +1,041.1% | +221.7% | +819.5% | +864.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling