+3.1%
GLDM vs TXG
+406.9%
-403.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +3.3% |
| 7D | -0.3% | -19.3% | +19.0% | +2.1% |
| 30D | -1.9% | -30.9% | +29.1% | +1.9% |
| 3M | -0.4% | +41.1% | -41.5% | -6.0% |
| 6M | -10.1% | +211.9% | -221.9% | -23.4% |
| YTD | -5.8% | +314.0% | -319.8% | -22.1% |
| 1Y | +3.1% | +405.4% | -402.3% | -16.3% |
| All | +3.1% | +406.9% | -403.8% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling