+185.4%
GLD vs TXG
+24.6%
+160.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.8% |
| 7D | +0.1% | +9.1% | -9.0% | -0.2% |
| 30D | +0.2% | +14.9% | -14.7% | -0.4% |
| 3M | +3.2% | +120.0% | -116.8% | +0.1% |
| 6M | -14.6% | +221.8% | -236.4% | -18.4% |
| YTD | +1.8% | +312.6% | -310.8% | -3.4% |
| 1Y | +20.7% | +398.4% | -377.7% | +13.8% |
| 3Y | +126.5% | +42.1% | +84.4% | +117.8% |
| 5Y | +140.0% | -63.5% | +203.5% | +132.3% |
| All | +185.4% | +24.6% | +160.8% | +169.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling