+24.5%
GLD vs TXG
+372.5%
-348.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -0.5% | +1.8% | -2.3% | -0.7% |
| 30D | +4.4% | +32.0% | -27.6% | +0.8% |
| 3M | -1.1% | +87.0% | -88.1% | -8.7% |
| 6M | -13.8% | +180.1% | -193.8% | -24.3% |
| YTD | +2.6% | +284.1% | -281.5% | -13.1% |
| 1Y | +24.5% | +361.7% | -337.2% | +2.0% |
| All | +24.5% | +372.5% | -348.0% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling