+371.6%
GH vs TXG
+43.8%
+327.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.4% | -2.1% |
| 7D | -2.5% | +9.5% | -12.0% | -5.4% |
| 30D | -4.7% | +18.8% | -23.5% | -10.2% |
| 3M | +20.2% | +136.1% | -115.9% | -11.0% |
| 6M | +78.8% | +235.2% | -156.5% | +16.6% |
| YTD | +54.1% | +320.5% | -266.5% | -7.5% |
| 1Y | +177.1% | +425.2% | -248.1% | +51.0% |
| 3Y | +371.6% | +42.9% | +328.7% | +317.1% |
| All | +371.6% | +43.8% | +327.9% | +317.1% |
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