+89.2%
TXN vs GLDM
+107.5%
-18.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.5% |
| 7D | +12.3% | -5.5% | +17.8% | +13.8% |
| 30D | +9.1% | -7.0% | +16.1% | +10.9% |
| 3M | +13.5% | -12.3% | +25.8% | +16.9% |
| 6M | +6.9% | -17.9% | +24.8% | +11.3% |
| YTD | +84.0% | -10.3% | +94.3% | +89.0% |
| 1Y | +95.8% | -7.8% | +103.5% | +100.2% |
| 3Y | +130.3% | +99.5% | +30.9% | +99.4% |
| 5Y | +89.2% | +106.5% | -17.3% | +55.6% |
| All | +89.2% | +107.5% | -18.3% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling