-7.2%
GLD vs TXG
+254.8%
-262.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | -4.6% | -1.8% | -2.7% | -4.4% |
| 30D | -5.5% | -20.4% | +14.9% | -3.4% |
| 3M | -10.9% | +0.1% | -11.0% | -12.6% |
| 6M | -17.4% | +176.2% | -193.6% | -29.4% |
| YTD | -10.3% | +256.8% | -267.1% | -25.3% |
| 1Y | -7.2% | +255.9% | -263.1% | -22.8% |
| All | -7.2% | +254.8% | -262.0% | -22.8% |
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