+109.7%
GLD vs TXN
+89.0%
+20.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -1.4% |
| 7D | -2.0% | -0.5% | -1.4% | -2.0% |
| 30D | -4.4% | +10.5% | -14.9% | -5.3% |
| 3M | -8.9% | +10.7% | -19.6% | -9.8% |
| 6M | -16.0% | +5.1% | -21.1% | -16.6% |
| YTD | -7.9% | +82.5% | -90.3% | -11.4% |
| 1Y | -3.9% | +98.2% | -102.1% | -7.8% |
| 3Y | +103.4% | +128.4% | -25.0% | +91.7% |
| 5Y | +109.7% | +89.0% | +20.7% | +98.4% |
| All | +109.7% | +89.0% | +20.7% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling