+808.8%
TTMI vs GLDM
+143.3%
+665.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.9% | +9.7% | +9.2% |
| 7D | +5.9% | -0.5% | +6.4% | +6.0% |
| 30D | -4.3% | +4.4% | -8.7% | -6.0% |
| 3M | -32.0% | -1.1% | -31.0% | -32.0% |
| 6M | +19.5% | -13.7% | +33.1% | +24.1% |
| YTD | +82.0% | +2.8% | +79.3% | +80.2% |
| 1Y | +172.6% | +24.8% | +147.8% | +158.2% |
| 3Y | +744.7% | +127.8% | +616.8% | +524.8% |
| All | +808.8% | +143.3% | +665.5% | +499.9% |
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