+120.8%
GD vs TXG
+21.5%
+99.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.7% | -5.5% | -1.1% |
| 7D | -3.5% | +9.4% | -12.8% | -4.0% |
| 30D | -9.0% | +26.1% | -35.1% | -10.5% |
| 3M | +5.1% | +124.8% | -119.7% | -0.6% |
| 6M | -1.0% | +215.2% | -216.2% | -8.8% |
| YTD | +7.3% | +302.2% | -294.9% | -2.9% |
| 1Y | +12.4% | +370.9% | -358.5% | +0.1% |
| 3Y | +73.7% | +38.5% | +35.2% | +61.9% |
| 5Y | +93.8% | -64.4% | +158.1% | +91.1% |
| All | +120.8% | +21.5% | +99.4% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling