+24.3%
GME vs TXG
+43.8%
-19.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +3.0% |
| 7D | +10.4% | +9.5% | +0.9% | +8.1% |
| 30D | +14.1% | +18.8% | -4.7% | +9.4% |
| 3M | -4.6% | +136.1% | -140.8% | -23.4% |
| 6M | -13.5% | +235.2% | -248.8% | -37.2% |
| YTD | +5.3% | +320.5% | -315.2% | -28.6% |
| 1Y | -14.9% | +425.2% | -440.1% | -47.0% |
| 3Y | +24.3% | +42.9% | -18.6% | +36.9% |
| All | +24.3% | +43.8% | -19.5% | +36.9% |
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