+739.4%
GLD vs TXT
+161.2%
+578.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.8% |
| 7D | +4.7% | -2.5% | +7.2% | +4.7% |
| 30D | -0.9% | +14.4% | -15.3% | -1.1% |
| 3M | -4.4% | -4.9% | +0.5% | -4.4% |
| 6M | -13.6% | -10.2% | -3.3% | -13.5% |
| YTD | -6.0% | -4.1% | -1.9% | -6.0% |
| 1Y | +1.8% | +4.0% | -2.2% | +1.7% |
| 3Y | +103.2% | +8.0% | +95.2% | +102.9% |
| 5Y | +119.3% | +8.4% | +110.9% | +118.8% |
| 10Y | +199.5% | +116.6% | +82.9% | +195.6% |
| All | +739.4% | +161.2% | +578.2% | +694.3% |
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