+125.3%
GD vs TXG
+20.5%
+104.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.7% | -7.5% | +1.7% |
| 7D | -3.0% | +5.5% | -8.6% | -3.4% |
| 30D | +9.3% | -19.3% | +28.6% | +10.3% |
| 3M | -7.2% | +25.0% | -32.2% | -9.2% |
| 6M | +5.5% | +201.2% | -195.7% | -2.9% |
| YTD | +9.5% | +298.8% | -289.3% | -1.6% |
| 1Y | +6.4% | +326.6% | -320.1% | -4.9% |
| 3Y | +59.8% | +78.3% | -18.5% | +46.0% |
| 5Y | +98.0% | -61.3% | +159.3% | +93.1% |
| All | +125.3% | +20.5% | +104.9% | +78.2% |
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