+5.9%
GD vs TXG
+350.5%
-344.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.7% | -0.7% |
| 7D | -5.0% | -15.4% | +10.5% | -4.7% |
| 30D | +8.9% | -22.1% | +31.0% | +9.2% |
| 3M | -8.0% | +30.0% | -38.0% | -9.7% |
| 6M | +2.9% | +160.7% | -157.8% | -2.9% |
| YTD | +7.1% | +263.5% | -256.4% | -2.4% |
| 1Y | +5.9% | +356.0% | -350.1% | -5.2% |
| All | +5.9% | +350.5% | -344.5% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling