+43.1%
GFS vs TXG
+385.8%
-342.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.5% |
| 7D | +4.5% | +9.1% | -4.6% | +3.1% |
| 30D | -8.2% | +14.9% | -23.1% | -10.2% |
| 3M | -38.9% | +120.0% | -158.8% | -46.1% |
| 6M | -2.9% | +221.8% | -224.7% | -18.9% |
| YTD | +31.8% | +312.6% | -280.8% | +7.0% |
| 1Y | +43.1% | +398.4% | -355.3% | +12.9% |
| All | +43.1% | +385.8% | -342.7% | +12.9% |
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