+125.8%
TXN vs GLDM
+99.9%
+25.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -3.0% | -2.9% |
| 7D | +9.5% | -4.6% | +14.1% | +10.7% |
| 30D | +8.7% | -5.5% | +14.2% | +10.1% |
| 3M | +11.6% | -10.9% | +22.4% | +14.6% |
| 6M | +0.1% | -17.3% | +17.4% | +4.0% |
| YTD | +78.8% | -10.2% | +89.0% | +84.5% |
| 1Y | +91.2% | -6.9% | +98.2% | +96.5% |
| 3Y | +125.8% | +98.7% | +27.2% | +88.0% |
| All | +125.8% | +99.9% | +25.9% | +88.0% |
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