-2.1%
GLDM vs TXG
+300.4%
-302.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.7% | -2.3% |
| 7D | +2.9% | -3.7% | +6.5% | +3.1% |
| 30D | -3.9% | -22.0% | +18.1% | -1.6% |
| 3M | -8.1% | +7.4% | -15.5% | -10.6% |
| 6M | -14.7% | +191.2% | -205.9% | -27.3% |
| YTD | -6.6% | +285.7% | -292.2% | -22.7% |
| 1Y | -2.1% | +268.3% | -270.3% | -19.0% |
| All | -2.1% | +300.4% | -302.4% | -19.0% |
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