+129.6%
TT vs GLDM
+128.8%
+0.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-04 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% | -7.8% |
| 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% | +16.9% |
| 1Y | +9.4% | +24.8% | -15.4% | +9.4% |
| All | +129.6% | +128.8% | +0.9% | +138.7% |
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 2023-09-04 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…
2023-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling