+303.0%
TTMI vs GLDM
+204.4%
+98.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -3.0% | -2.9% |
| 7D | +11.4% | -4.6% | +16.0% | +13.2% |
| 30D | -28.3% | -5.5% | -22.8% | -26.8% |
| 3M | -46.7% | -10.9% | -35.8% | -44.6% |
| 6M | -56.1% | -17.3% | -38.8% | -53.5% |
| YTD | +7.4% | -10.2% | +17.5% | +11.5% |
| 1Y | +17.4% | -6.9% | +24.3% | +21.0% |
| 3Y | +429.1% | +98.7% | +330.5% | +354.1% |
| 5Y | +418.8% | +106.7% | +312.0% | +330.0% |
| All | +303.0% | +204.4% | +98.7% | +228.8% |
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