+20.7%
GLD vs TXG
+385.8%
-365.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.6% |
| 7D | +0.1% | +9.1% | -9.0% | -1.0% |
| 30D | +0.2% | +14.9% | -14.7% | -1.6% |
| 3M | +3.2% | +120.0% | -116.8% | -6.6% |
| 6M | -14.6% | +221.8% | -236.4% | -26.3% |
| YTD | +1.8% | +312.6% | -310.8% | -14.6% |
| 1Y | +20.7% | +398.4% | -377.7% | -2.1% |
| All | +20.7% | +385.8% | -365.1% | -2.1% |
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