+121.6%
GLD vs TXG
-62.8%
+184.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.7% | -7.9% | +1.4% |
| 7D | +4.9% | +5.5% | -0.6% | +4.6% |
| 30D | -1.3% | -19.3% | +18.0% | -0.5% |
| 3M | -4.8% | +25.0% | -29.8% | -6.1% |
| 6M | -12.5% | +201.2% | -213.7% | -17.0% |
| YTD | -4.2% | +298.8% | -303.1% | -10.1% |
| 1Y | +3.0% | +326.6% | -323.5% | -3.5% |
| 3Y | +109.1% | +78.3% | +30.8% | +98.2% |
| 5Y | +121.6% | -61.3% | +182.9% | +105.2% |
| All | +121.6% | -62.8% | +184.3% | +105.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling