+1,549.8%
GME vs TXG
+21.5%
+1,528.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.1% | -2.6% |
| 7D | +0.4% | +9.4% | -8.9% | -1.9% |
| 30D | -1.4% | +26.1% | -27.5% | -7.6% |
| 3M | -15.1% | +124.8% | -140.0% | -32.5% |
| 6M | -22.5% | +215.2% | -237.7% | -44.3% |
| YTD | -5.9% | +302.2% | -308.1% | -37.4% |
| 1Y | -18.6% | +370.9% | -389.6% | -49.4% |
| 3Y | +6.7% | +38.5% | -31.9% | -12.2% |
| 5Y | -62.0% | -64.4% | +2.4% | -67.7% |
| All | +1,549.8% | +21.5% | +1,528.3% | +1,043.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling