+212.2%
GLD vs TXT
+115.3%
+96.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.4% | +1.9% |
| 7D | +4.9% | -3.5% | +8.5% | +5.0% |
| 30D | -1.3% | +15.2% | -16.5% | -1.4% |
| 3M | -4.8% | -4.5% | -0.3% | -4.7% |
| 6M | -12.5% | -6.1% | -6.4% | -12.5% |
| YTD | -4.2% | -2.0% | -2.3% | -4.2% |
| 1Y | +3.0% | +4.2% | -1.2% | +3.1% |
| 3Y | +109.1% | +14.4% | +94.7% | +109.4% |
| 5Y | +121.6% | +12.3% | +109.2% | +121.8% |
| 10Y | +212.2% | +101.8% | +110.4% | +227.1% |
| All | +212.2% | +115.3% | +96.9% | +227.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling