+57.7%
GEV vs TXG
+372.5%
-314.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +3.3% | +1.8% | +1.5% | +3.0% |
| 30D | -7.5% | +32.0% | -39.5% | -11.0% |
| 3M | -2.2% | +87.0% | -89.2% | -10.3% |
| 6M | +12.1% | +180.1% | -168.0% | -1.8% |
| YTD | +44.4% | +284.1% | -239.7% | +22.4% |
| 1Y | +57.7% | +361.7% | -304.0% | +29.3% |
| All | +57.7% | +372.5% | -314.8% | +29.3% |
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