+119.2%
GNRC vs TXG
+22.9%
+96.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.2% |
| 7D | -0.7% | +5.0% | -5.7% | -2.3% |
| 30D | -15.8% | +13.5% | -29.3% | -19.4% |
| 3M | -24.0% | +128.0% | -152.1% | -42.9% |
| 6M | -13.8% | +224.4% | -238.2% | -43.5% |
| YTD | +33.2% | +307.0% | -273.8% | -20.2% |
| 1Y | -1.8% | +427.2% | -429.0% | -47.4% |
| 3Y | +57.7% | +40.2% | +17.6% | +20.7% |
| 5Y | -59.7% | -64.0% | +4.3% | -56.6% |
| All | +119.2% | +22.9% | +96.2% | +64.8% |
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