+56.0%
GD vs TXG
+67.8%
-11.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.8% | +3.6% | -0.9% |
| 7D | +1.9% | +1.8% | +0.1% | +1.8% |
| 30D | +9.2% | -17.7% | +26.9% | +9.9% |
| 3M | -7.5% | +2.3% | -9.8% | -8.4% |
| 6M | +5.8% | +182.5% | -176.7% | -2.5% |
| YTD | +9.8% | +262.4% | -252.6% | -1.2% |
| 1Y | +5.8% | +254.1% | -248.3% | -4.8% |
| All | +56.0% | +67.8% | -11.8% | +38.2% |
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 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