+71.8%
GH vs TXG
+406.9%
-335.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.4% | -7.1% | -4.8% |
| 7D | -7.7% | -19.3% | +11.6% | -1.7% |
| 30D | -10.0% | -30.9% | +21.0% | +0.2% |
| 3M | +5.5% | +41.1% | -35.6% | -6.9% |
| 6M | +84.9% | +211.9% | -127.0% | +26.4% |
| YTD | +65.0% | +314.0% | -248.9% | +4.3% |
| 1Y | +71.8% | +405.4% | -333.6% | +3.5% |
| All | +71.8% | +406.9% | -335.1% | +3.5% |
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