+30.4%
GDDY vs TXG
-62.8%
+93.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.6% | +1.3% |
| 7D | -3.2% | +9.5% | -12.7% | -4.5% |
| 30D | +6.8% | +18.8% | -12.0% | +3.9% |
| 3M | +30.5% | +136.1% | -105.6% | +13.5% |
| 6M | +13.3% | +235.2% | -221.9% | -7.5% |
| YTD | -21.0% | +320.5% | -341.5% | -38.1% |
| 1Y | -34.0% | +425.2% | -459.2% | -50.7% |
| 3Y | +33.1% | +42.9% | -9.8% | +18.6% |
| All | +30.4% | -62.8% | +93.1% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling