+816.6%
GLD vs TXT
+147.2%
+669.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -0.5% | -4.8% | +4.3% | -0.5% |
| 30D | +4.4% | -10.6% | +15.0% | +4.6% |
| 3M | -1.1% | -13.2% | +12.1% | -0.9% |
| 6M | -13.8% | -20.3% | +6.6% | -13.6% |
| YTD | +2.6% | -9.3% | +11.9% | +2.8% |
| 1Y | +24.5% | -2.7% | +27.2% | +24.6% |
| 3Y | +125.8% | +1.4% | +124.5% | +125.7% |
| 5Y | +137.8% | +9.6% | +128.2% | +137.2% |
| 10Y | +221.4% | +94.9% | +126.5% | +217.7% |
| All | +816.6% | +147.2% | +669.4% | +768.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling