+47.1%
GM vs TXG
+453.6%
-406.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.9% | -0.9% |
| 7D | -2.4% | +9.5% | -11.9% | -3.3% |
| 30D | -1.1% | +18.8% | -19.9% | -2.8% |
| 3M | +6.1% | +136.1% | -130.0% | -3.0% |
| 6M | +15.0% | +235.2% | -220.3% | +1.5% |
| YTD | +6.0% | +320.5% | -314.6% | -8.1% |
| 1Y | +47.1% | +425.2% | -378.1% | +26.1% |
| All | +47.1% | +453.6% | -406.5% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling