+42.9%
TXN vs GLDM
+20.2%
+22.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.7% |
| 7D | +2.2% | +0.7% | +1.5% | +1.9% |
| 30D | -9.5% | +0.3% | -9.8% | -9.6% |
| 3M | -10.5% | +0.7% | -11.2% | -11.0% |
| 6M | +35.4% | -15.4% | +50.8% | +40.0% |
| YTD | +51.8% | +1.0% | +50.7% | +51.9% |
| 1Y | +42.9% | +19.7% | +23.2% | +46.7% |
| All | +42.9% | +20.2% | +22.8% | +46.7% |
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