+218.2%
GLD vs TXN
+404.2%
-186.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.9% |
| 7D | +0.1% | +2.7% | -2.5% | 0.0% |
| 30D | +0.2% | -6.7% | +6.9% | +0.5% |
| 3M | +3.2% | -8.9% | +12.1% | +3.6% |
| 6M | -14.6% | +34.7% | -49.3% | -15.7% |
| YTD | +1.8% | +53.3% | -51.5% | +0.1% |
| 1Y | +20.7% | +45.0% | -24.3% | +18.9% |
| 3Y | +126.5% | +73.1% | +53.4% | +121.2% |
| 5Y | +140.0% | +59.9% | +80.1% | +134.3% |
| 10Y | +218.2% | +415.7% | -197.5% | +228.3% |
| All | +218.2% | +404.2% | -186.0% | +228.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXN.
Daily Out/Under-Performance
Portfolio return minus TXN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXN 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 TXN 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