+628.9%
TT vs GLDM
+248.1%
+380.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | -7.4% | +4.4% | -11.8% | -7.9% |
| 3M | -3.2% | -1.1% | -2.1% | -3.2% |
| 6M | +1.1% | -13.7% | +14.8% | +2.4% |
| YTD | +15.6% | +2.8% | +12.9% | +15.7% |
| 1Y | +9.2% | +24.8% | -15.7% | +7.6% |
| 3Y | +124.4% | +127.8% | -3.4% | +110.3% |
| 5Y | +138.0% | +141.1% | -3.1% | +118.2% |
| All | +628.9% | +248.1% | +380.7% | +633.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling