+35.8%
GFS vs TXG
+372.5%
-336.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | +1.0% | +1.8% | -0.8% | +0.7% |
| 30D | -8.6% | +32.0% | -40.6% | -13.0% |
| 3M | -46.5% | +87.0% | -133.6% | -51.8% |
| 6M | -4.8% | +180.1% | -184.9% | -19.1% |
| YTD | +29.7% | +284.1% | -254.5% | +6.0% |
| 1Y | +35.8% | +361.7% | -325.8% | +7.1% |
| All | +35.8% | +372.5% | -336.6% | +7.1% |
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