+219.4%
GLDM vs TXT
+28.2%
+191.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.8% |
| 7D | +4.7% | -2.5% | +7.2% | +4.7% |
| 30D | -0.9% | +14.4% | -15.3% | -1.0% |
| 3M | -4.3% | -4.9% | +0.6% | -4.3% |
| 6M | -13.4% | -10.2% | -3.2% | -13.3% |
| YTD | -5.8% | -4.1% | -1.7% | -5.7% |
| 1Y | +2.1% | +4.0% | -1.9% | +2.2% |
| 3Y | +105.0% | +8.0% | +97.1% | +105.3% |
| 5Y | +122.5% | +8.4% | +114.1% | +122.6% |
| All | +219.4% | +28.2% | +191.2% | +211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling