-3.6%
GLDM vs TXT
+4.6%
-8.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -2.0% | -0.8% | -1.1% | -1.9% |
| 30D | -4.4% | +13.4% | -17.8% | -6.5% |
| 3M | -8.8% | -2.5% | -6.3% | -8.1% |
| 6M | -15.9% | -6.2% | -9.7% | -14.6% |
| YTD | -7.7% | -1.3% | -6.3% | -9.6% |
| 1Y | -3.6% | +4.3% | -7.9% | -6.2% |
| All | -3.6% | +4.6% | -8.2% | -6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling