+71.0%
TXN vs GLDM
+130.1%
-59.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | -0.1% | -0.5% | +0.5% | 0.0% |
| 30D | -6.9% | +4.4% | -11.3% | -7.9% |
| 3M | -14.9% | -1.1% | -13.9% | -15.0% |
| 6M | +29.0% | -13.7% | +42.7% | +31.4% |
| YTD | +51.5% | +2.8% | +48.7% | +51.6% |
| 1Y | +41.6% | +24.8% | +16.7% | +39.4% |
| All | +71.0% | +130.1% | -59.2% | +49.4% |
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