+1,179.0%
TSM vs GLDM
+219.0%
+960.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -5.9% | -3.4% |
| 7D | -10.0% | -0.3% | -9.7% | -9.9% |
| 30D | -18.5% | -1.9% | -16.7% | -18.1% |
| 3M | -4.9% | -0.4% | -4.5% | -4.9% |
| 6M | -1.0% | -10.1% | +9.1% | +2.1% |
| YTD | +31.3% | -5.8% | +37.1% | +33.2% |
| 1Y | +36.0% | +3.1% | +32.9% | +34.6% |
| 3Y | +348.7% | +103.4% | +245.3% | +263.0% |
| 5Y | +264.0% | +125.5% | +138.4% | +181.9% |
| All | +1,179.0% | +219.0% | +960.0% | +984.4% |
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 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