-57.2%
GME vs TXG
-64.0%
+6.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +3.0% |
| 7D | +6.0% | +5.0% | +1.0% | +4.3% |
| 30D | +8.3% | +13.5% | -5.2% | +3.4% |
| 3M | -9.1% | +128.0% | -137.1% | -33.2% |
| 6M | -16.3% | +224.4% | -240.8% | -46.9% |
| YTD | +1.5% | +307.0% | -305.4% | -41.6% |
| 1Y | -16.3% | +427.2% | -443.6% | -57.9% |
| 3Y | +15.1% | +40.2% | -25.0% | -7.4% |
| 5Y | -57.2% | -64.0% | +6.9% | -50.6% |
| All | -57.2% | -64.0% | +6.9% | -50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling