-0.8%
GFS vs TXG
-57.9%
+57.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.3% |
| 7D | +4.5% | +9.1% | -4.6% | +2.3% |
| 30D | -8.2% | +14.9% | -23.1% | -11.6% |
| 3M | -38.9% | +120.0% | -158.8% | -50.5% |
| 6M | -2.9% | +221.8% | -224.7% | -29.5% |
| YTD | +31.8% | +312.6% | -280.8% | -11.0% |
| 1Y | +43.1% | +398.4% | -355.3% | -9.9% |
| 3Y | -20.6% | +42.1% | -62.7% | -36.7% |
| All | -0.8% | -57.9% | +57.0% | +6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling