+70.8%
GD vs TXG
+17.1%
+53.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -5.3% | +1.8% | -7.1% | -5.4% |
| 30D | -6.4% | +32.0% | -38.4% | -8.1% |
| 3M | +5.7% | +87.0% | -81.3% | +1.5% |
| 6M | -0.9% | +180.1% | -181.0% | -7.7% |
| YTD | +8.2% | +284.1% | -276.0% | -1.6% |
| 1Y | +13.4% | +361.7% | -348.3% | +1.4% |
| All | +70.8% | +17.1% | +53.6% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling