+1,747.2%
GME vs TXG
+27.0%
+1,720.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +2.9% |
| 7D | +10.4% | +9.5% | +0.9% | +7.9% |
| 30D | +14.1% | +18.8% | -4.7% | +8.9% |
| 3M | -4.6% | +136.1% | -140.8% | -25.0% |
| 6M | -13.5% | +235.2% | -248.8% | -38.9% |
| YTD | +5.3% | +320.5% | -315.2% | -30.6% |
| 1Y | -14.9% | +425.2% | -440.1% | -48.5% |
| 3Y | +24.3% | +42.9% | -18.6% | +1.6% |
| 5Y | -55.6% | -62.8% | +7.3% | -62.7% |
| All | +1,747.2% | +27.0% | +1,720.1% | +1,166.4% |
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 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