-13.7%
GIS vs TXG
+27.0%
-40.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.3% |
| 7D | -6.4% | +9.5% | -15.9% | -6.4% |
| 30D | -6.1% | +18.8% | -24.9% | -6.2% |
| 3M | +7.8% | +136.1% | -128.3% | +7.4% |
| 6M | -8.8% | +235.2% | -244.0% | -9.4% |
| YTD | -19.1% | +320.5% | -339.7% | -19.7% |
| 1Y | -24.8% | +425.2% | -449.9% | -25.5% |
| 3Y | -37.6% | +42.9% | -80.5% | -38.1% |
| 5Y | -25.4% | -62.8% | +37.4% | -24.9% |
| All | -13.7% | +27.0% | -40.7% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling