-7.8%
GLDM vs TXT
+2.5%
-10.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.9% | -2.5% |
| 7D | -5.5% | -1.1% | -4.4% | -5.3% |
| 30D | -7.0% | +13.3% | -20.3% | -9.0% |
| 3M | -12.3% | -5.1% | -7.2% | -11.2% |
| 6M | -17.9% | -7.1% | -10.8% | -16.5% |
| YTD | -10.3% | -3.2% | -7.1% | -12.0% |
| 1Y | -7.8% | +2.3% | -10.1% | -10.3% |
| All | -7.8% | +2.5% | -10.3% | -10.3% |
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