+163.4%
GLDM vs TXG
+14.9%
+148.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | -2.0% | -8.1% | +6.1% | -1.7% |
| 30D | -4.4% | -17.5% | +13.0% | -3.9% |
| 3M | -8.8% | +6.1% | -15.0% | -9.4% |
| 6M | -15.9% | +202.7% | -218.6% | -19.5% |
| YTD | -7.7% | +280.4% | -288.1% | -12.3% |
| 1Y | -3.6% | +274.0% | -277.6% | -8.4% |
| 3Y | +105.2% | +74.9% | +30.3% | +96.5% |
| 5Y | +112.8% | -63.0% | +175.8% | +105.5% |
| All | +163.4% | +14.9% | +148.5% | +149.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling