+17.7%
GFS vs TXG
+406.9%
-389.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.4% | -9.4% | -6.5% |
| 7D | -12.5% | -19.3% | +6.7% | -9.3% |
| 30D | -16.9% | -30.9% | +14.0% | -12.5% |
| 3M | -22.3% | +41.1% | -63.3% | -27.5% |
| 6M | -40.2% | +211.9% | -252.1% | -50.2% |
| YTD | +16.0% | +314.0% | -298.0% | -7.2% |
| 1Y | +17.7% | +405.4% | -387.7% | -8.1% |
| All | +17.7% | +406.9% | -389.2% | -8.1% |
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