+553.8%
TT vs GLDM
+219.1%
+334.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.5% |
| 7D | -2.0% | +4.7% | -6.7% | -2.7% |
| 30D | -14.0% | -0.9% | -13.2% | -13.9% |
| 3M | -15.9% | -4.3% | -11.6% | -15.4% |
| 6M | -17.3% | -13.4% | -3.9% | -15.9% |
| YTD | +4.0% | -5.8% | +9.8% | +5.2% |
| 1Y | -7.1% | +2.1% | -9.2% | -6.6% |
| 3Y | +90.2% | +105.0% | -14.8% | +80.6% |
| 5Y | +131.1% | +122.5% | +8.6% | +114.1% |
| All | +553.8% | +219.1% | +334.7% | +564.8% |
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 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