+99.7%
TXN vs GLDM
+2.8%
+97.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.7% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | +6.1% | -1.9% | +8.0% | +6.9% |
| 3M | +10.4% | -0.4% | +10.8% | +10.3% |
| 6M | +12.6% | -10.1% | +22.6% | +16.3% |
| YTD | +83.5% | -5.8% | +89.3% | +84.6% |
| 1Y | +99.7% | +3.1% | +96.6% | +90.1% |
| All | +99.7% | +2.8% | +97.0% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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