+108.9%
GH vs TXG
+21.5%
+87.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.7% | -5.0% | -2.4% |
| 7D | -2.1% | +9.4% | -11.5% | -6.0% |
| 30D | -4.5% | +26.1% | -30.5% | -14.8% |
| 3M | +28.9% | +124.8% | -95.9% | -13.1% |
| 6M | +76.5% | +215.2% | -138.7% | +0.1% |
| YTD | +57.6% | +302.2% | -244.6% | -21.2% |
| 1Y | +167.5% | +370.9% | -203.4% | +19.6% |
| 3Y | +377.4% | +38.5% | +338.9% | +241.6% |
| 5Y | +23.8% | -64.4% | +88.2% | +51.9% |
| All | +108.9% | +21.5% | +87.4% | +60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling