+161.4%
GLD vs TXG
+16.5%
+144.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -2.5% |
| 7D | +2.8% | -3.7% | +6.5% | +2.9% |
| 30D | -4.0% | -22.0% | +18.1% | -3.2% |
| 3M | -8.2% | +7.4% | -15.6% | -8.8% |
| 6M | -14.8% | +191.2% | -206.1% | -18.5% |
| YTD | -6.8% | +285.7% | -292.5% | -11.6% |
| 1Y | -2.4% | +268.3% | -270.7% | -7.4% |
| 3Y | +105.8% | +77.3% | +28.5% | +96.6% |
| 5Y | +113.3% | -62.3% | +175.7% | +106.0% |
| All | +161.4% | +16.5% | +144.9% | +146.2% |
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