-14.3%
GME vs TXG
+372.5%
-386.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +7.2% | +1.8% | +5.4% | +7.0% |
| 30D | +0.8% | +32.0% | -31.2% | -2.7% |
| 3M | -14.0% | +87.0% | -101.0% | -20.8% |
| 6M | -19.7% | +180.1% | -199.8% | -30.3% |
| YTD | -4.6% | +284.1% | -288.7% | -19.3% |
| 1Y | -14.3% | +361.7% | -376.0% | -29.4% |
| All | -14.3% | +372.5% | -386.8% | -29.4% |
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