+120.3%
GD vs TXG
+9.8%
+110.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.8% |
| 7D | -5.0% | -15.4% | +10.5% | -4.2% |
| 30D | +8.9% | -22.1% | +31.0% | +10.1% |
| 3M | -8.0% | +30.0% | -38.0% | -10.3% |
| 6M | +2.9% | +160.7% | -157.8% | -4.4% |
| YTD | +7.1% | +263.5% | -256.4% | -3.2% |
| 1Y | +5.9% | +356.0% | -350.1% | -5.9% |
| 3Y | +53.9% | +53.4% | +0.5% | +41.7% |
| 5Y | +95.4% | -66.7% | +162.1% | +92.4% |
| All | +120.3% | +9.8% | +110.6% | +75.2% |
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