+104.0%
TXN vs GLDM
+104.2%
-0.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -7.8% | +4.7% | -12.5% | -8.9% |
| 30D | -3.6% | -0.9% | -2.7% | -3.4% |
| 3M | +0.1% | -4.3% | +4.4% | +1.1% |
| 6M | -3.2% | -13.4% | +10.2% | -0.5% |
| YTD | +63.4% | -5.8% | +69.2% | +66.8% |
| 1Y | +75.6% | +2.1% | +73.6% | +77.8% |
| 3Y | +104.0% | +105.0% | -1.0% | +71.3% |
| All | +104.0% | +104.2% | -0.2% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling