+732.3%
GLD vs TXT
+171.5%
+560.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.3% | -2.7% |
| 7D | +2.8% | -1.1% | +3.9% | +2.8% |
| 30D | -4.0% | +17.1% | -21.0% | -4.2% |
| 3M | -8.2% | -2.6% | -5.6% | -8.2% |
| 6M | -14.8% | -4.6% | -10.3% | -14.8% |
| YTD | -6.8% | -0.3% | -6.5% | -6.8% |
| 1Y | -2.4% | +5.9% | -8.3% | -2.5% |
| 3Y | +105.8% | +14.4% | +91.4% | +105.3% |
| 5Y | +113.3% | +15.9% | +97.5% | +112.6% |
| 10Y | +208.4% | +99.6% | +108.9% | +204.9% |
| All | +732.3% | +171.5% | +560.8% | +687.1% |
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