+168.8%
GLDM vs TXG
+9.8%
+159.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -0.9% |
| 7D | +4.7% | -15.4% | +20.1% | +5.2% |
| 30D | -0.9% | -22.1% | +21.2% | 0.0% |
| 3M | -4.3% | +30.0% | -34.3% | -5.6% |
| 6M | -13.4% | +160.7% | -174.1% | -16.6% |
| YTD | -5.8% | +263.5% | -269.3% | -10.3% |
| 1Y | +2.1% | +356.0% | -353.9% | -3.4% |
| 3Y | +105.0% | +53.4% | +51.6% | +97.0% |
| 5Y | +122.5% | -66.7% | +189.2% | +115.5% |
| All | +168.8% | +9.8% | +159.0% | +154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling