+406.5%
TTMI vs GLDM
+116.0%
+290.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -3.0% |
| 7D | -11.5% | +2.9% | -14.4% | -12.7% |
| 30D | -40.3% | -3.9% | -36.4% | -39.1% |
| 3M | -44.5% | -8.1% | -36.3% | -42.5% |
| 6M | -54.1% | -14.7% | -39.4% | -51.3% |
| YTD | +4.7% | -6.6% | +11.3% | +7.9% |
| 1Y | +3.3% | -2.1% | +5.4% | +5.0% |
| 3Y | +407.2% | +107.7% | +299.6% | +281.8% |
| 5Y | +406.5% | +116.5% | +290.0% | +233.7% |
| All | +406.5% | +116.0% | +290.5% | +233.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling