+145.9%
GLDM vs TXG
-66.1%
+211.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -0.5% | +1.8% | -2.3% | -0.6% |
| 30D | +4.4% | +32.0% | -27.6% | +3.1% |
| 3M | -1.1% | +87.0% | -88.1% | -3.8% |
| 6M | -13.7% | +180.1% | -193.7% | -17.4% |
| YTD | +2.8% | +284.1% | -281.4% | -2.7% |
| 1Y | +24.8% | +361.7% | -336.8% | +17.3% |
| 3Y | +127.8% | +15.9% | +111.9% | +119.3% |
| All | +145.9% | -66.1% | +211.9% | +126.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling