+125.6%
GNRC vs TXG
+27.0%
+98.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +1.9% |
| 7D | -0.2% | +9.5% | -9.7% | -3.0% |
| 30D | -15.7% | +18.8% | -34.5% | -20.4% |
| 3M | -27.3% | +136.1% | -163.4% | -45.9% |
| 6M | -12.1% | +235.2% | -247.3% | -42.9% |
| YTD | +37.1% | +320.5% | -283.4% | -18.6% |
| 1Y | -0.5% | +425.2% | -425.7% | -46.6% |
| 3Y | +61.5% | +42.9% | +18.6% | +23.0% |
| 5Y | -58.6% | -62.8% | +4.3% | -55.8% |
| All | +125.6% | +27.0% | +98.6% | +67.9% |
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 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