+583.4%
TTMI vs GLDM
+248.1%
+335.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.9% | +9.7% | +9.1% |
| 7D | +5.9% | -0.5% | +6.4% | +6.0% |
| 30D | -4.3% | +4.4% | -8.7% | -5.7% |
| 3M | -32.0% | -1.1% | -31.0% | -32.0% |
| 6M | +19.5% | -13.7% | +33.1% | +23.3% |
| YTD | +82.0% | +2.8% | +79.3% | +80.8% |
| 1Y | +172.6% | +24.8% | +147.8% | +161.2% |
| 3Y | +744.7% | +127.8% | +616.8% | +592.3% |
| 5Y | +805.6% | +141.1% | +664.4% | +616.1% |
| All | +583.4% | +248.1% | +335.2% | +432.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling