+102.3%
GLD vs TXT
+13.4%
+88.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -2.0% | -0.8% | -1.1% | -1.9% |
| 30D | -4.4% | +13.4% | -17.9% | -5.4% |
| 3M | -8.9% | -2.5% | -6.4% | -8.7% |
| 6M | -16.0% | -6.2% | -9.8% | -15.6% |
| YTD | -7.9% | -1.3% | -6.5% | -7.7% |
| 1Y | -3.9% | +4.3% | -8.2% | -3.9% |
| All | +102.3% | +13.4% | +88.9% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling