+2.8%
GLD vs TXT
+9.2%
-6.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +4.9% | +3.9% |
| 7D | -0.3% | +10.6% | -10.9% | -1.9% |
| 30D | -1.9% | +14.4% | -16.2% | -4.1% |
| 3M | -0.4% | -2.7% | +2.3% | +0.5% |
| 6M | -10.2% | -4.7% | -5.5% | -9.0% |
| YTD | -6.0% | -0.5% | -5.5% | -7.9% |
| 1Y | +2.8% | +8.7% | -5.9% | -0.9% |
| All | +2.8% | +9.2% | -6.4% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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