-20.0%
GFS vs TXG
+70.4%
-90.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.7% | -4.8% | +2.7% |
| 7D | -3.1% | +5.5% | -8.7% | -4.3% |
| 30D | -16.0% | -19.3% | +3.3% | -12.2% |
| 3M | -24.7% | +25.0% | -49.7% | -29.8% |
| 6M | -45.1% | +201.2% | -246.3% | -58.5% |
| YTD | +16.5% | +298.8% | -282.4% | -19.0% |
| 1Y | +19.3% | +326.6% | -307.2% | -18.9% |
| 3Y | -20.0% | +78.3% | -98.3% | -41.2% |
| All | -20.0% | +70.4% | -90.3% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling