+98.4%
GLDM vs TXG
+67.8%
+30.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.8% | +2.0% | -2.5% |
| 7D | -5.5% | +1.8% | -7.3% | -5.6% |
| 30D | -7.0% | -17.7% | +10.7% | -6.1% |
| 3M | -12.3% | +2.3% | -14.6% | -12.9% |
| 6M | -17.9% | +182.5% | -200.4% | -23.1% |
| YTD | -10.3% | +262.4% | -272.6% | -16.9% |
| 1Y | -7.8% | +254.1% | -261.9% | -14.6% |
| All | +98.4% | +67.8% | +30.6% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling