-12.1%
GFS vs TXG
-60.6%
+48.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +1.1% |
| 7D | -5.3% | -3.7% | -1.6% | -4.5% |
| 30D | -15.8% | -22.0% | +6.2% | -10.9% |
| 3M | -18.6% | +7.4% | -26.0% | -21.5% |
| 6M | -45.0% | +191.2% | -236.2% | -59.2% |
| YTD | +16.8% | +285.7% | -268.9% | -20.9% |
| 1Y | +17.8% | +268.3% | -250.5% | -19.8% |
| 3Y | -21.5% | +77.3% | -98.8% | -41.7% |
| 5Y | -29.3% | -62.3% | +33.0% | -23.5% |
| All | -12.1% | -60.6% | +48.5% | -5.3% |
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 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