-9.3%
GIS vs TXG
+21.5%
-30.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.7% | -6.3% | -1.6% |
| 7D | -8.3% | +9.4% | -17.6% | -8.3% |
| 30D | +2.2% | +26.1% | -23.9% | +2.1% |
| 3M | +15.7% | +124.8% | -109.1% | +15.3% |
| 6M | -12.0% | +215.2% | -227.2% | -12.5% |
| YTD | -15.0% | +302.2% | -317.2% | -15.6% |
| 1Y | -20.1% | +370.9% | -391.0% | -20.8% |
| 3Y | -34.6% | +38.5% | -73.1% | -35.2% |
| 5Y | -22.8% | -64.4% | +41.5% | -22.3% |
| All | -9.3% | +21.5% | -30.8% | -19.6% |
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 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