+193.2%
GLDM vs TXG
+16.0%
+177.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.3% |
| 3M | -1.1% | +87.0% | -88.1% | -3.4% |
| 6M | -13.7% | +180.1% | -193.7% | -16.9% |
| YTD | +2.8% | +284.1% | -281.4% | -2.0% |
| 1Y | +24.8% | +361.7% | -336.8% | +18.3% |
| 3Y | +127.8% | +15.9% | +111.9% | +120.5% |
| 5Y | +141.1% | -66.2% | +207.3% | +133.8% |
| All | +193.2% | +16.0% | +177.2% | +178.2% |
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 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