-28.2%
GDDY vs TXG
+445.6%
-473.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.2% | +4.3% | +6.4% |
| 7D | +3.1% | +11.9% | -8.8% | +2.3% |
| 30D | +10.1% | +25.0% | -14.9% | +8.0% |
| 3M | +37.0% | +143.1% | -106.1% | +26.0% |
| 6M | +28.6% | +273.1% | -244.5% | +12.8% |
| YTD | -15.8% | +329.9% | -345.7% | -26.7% |
| All | -28.2% | +445.6% | -473.8% | -39.6% |
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