+248.5%
GLDM vs TXT
+21.3%
+227.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -0.5% | -4.8% | +4.2% | -0.5% |
| 30D | +4.4% | -10.6% | +15.0% | +4.5% |
| 3M | -1.1% | -13.2% | +12.1% | -0.9% |
| 6M | -13.7% | -20.3% | +6.7% | -13.6% |
| YTD | +2.8% | -9.3% | +12.0% | +2.9% |
| 1Y | +24.8% | -2.7% | +27.5% | +25.0% |
| 3Y | +127.8% | +1.4% | +126.4% | +128.2% |
| 5Y | +141.1% | +9.6% | +131.6% | +141.7% |
| All | +248.5% | +21.3% | +227.1% | +240.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling