+23.2%
GH vs TXG
-64.0%
+87.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -1.0% | -1.7% |
| 7D | -1.2% | +5.0% | -6.2% | -3.5% |
| 30D | -3.7% | +13.5% | -17.2% | -9.6% |
| 3M | +21.7% | +128.0% | -106.4% | -19.2% |
| 6M | +75.7% | +224.4% | -148.7% | -3.1% |
| YTD | +55.7% | +307.0% | -251.3% | -24.1% |
| 1Y | +181.1% | +427.2% | -246.1% | +15.9% |
| 3Y | +371.6% | +40.2% | +331.5% | +245.8% |
| 5Y | +23.2% | -64.0% | +87.2% | +78.9% |
| All | +23.2% | -64.0% | +87.2% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling