+366.4%
TTMI vs GLDM
+121.8%
+244.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.8% | +7.7% | +7.2% |
| 7D | -19.8% | +4.7% | -24.5% | -21.6% |
| 30D | -48.1% | -0.9% | -47.3% | -47.8% |
| 3M | -51.2% | -4.3% | -46.9% | -50.3% |
| 6M | -59.6% | -13.4% | -46.2% | -57.5% |
| YTD | -3.6% | -5.8% | +2.2% | -1.1% |
| 1Y | -2.3% | +2.1% | -4.4% | -2.0% |
| 3Y | +369.4% | +105.0% | +264.3% | +255.4% |
| All | +366.4% | +121.8% | +244.7% | +205.4% |
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