+628.9%
TT vs GLDM
+248.1%
+380.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.0% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -7.2% | +4.4% | -11.6% | -7.7% |
| 3M | -3.0% | -1.1% | -1.9% | -3.0% |
| 6M | +1.4% | -13.7% | +15.0% | +2.7% |
| YTD | +15.9% | +2.8% | +13.1% | +16.0% |
| 1Y | +9.4% | +24.8% | -15.4% | +7.9% |
| 3Y | +124.4% | +127.8% | -3.4% | +110.2% |
| 5Y | +138.0% | +141.1% | -3.1% | +118.1% |
| All | +628.9% | +248.1% | +380.7% | +632.9% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling