+17.8%
GFS vs TXG
+300.4%
-282.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +1.0% |
| 7D | -5.3% | -3.7% | -1.6% | -4.6% |
| 30D | -15.8% | -22.0% | +6.2% | -12.0% |
| 3M | -18.6% | +7.4% | -26.0% | -20.2% |
| 6M | -45.0% | +191.2% | -236.2% | -54.6% |
| YTD | +16.8% | +285.7% | -268.9% | -9.0% |
| 1Y | +17.8% | +268.3% | -250.5% | -7.6% |
| All | +17.8% | +300.4% | -282.6% | -7.6% |
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 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