-37.4%
GIS vs TXG
+39.1%
-76.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.7% | -3.0% |
| 7D | -8.4% | +5.0% | -13.4% | -8.4% |
| 30D | -5.2% | +13.5% | -18.7% | -5.3% |
| 3M | +8.2% | +128.0% | -119.9% | +7.8% |
| 6M | -12.0% | +224.4% | -236.5% | -12.6% |
| YTD | -18.9% | +307.0% | -325.9% | -19.5% |
| 1Y | -23.6% | +427.2% | -450.9% | -24.5% |
| All | -37.4% | +39.1% | -76.5% | -38.6% |
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