+43.1%
GRMN vs TXG
+406.9%
-363.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.4% | +3.1% | +6.3% |
| 7D | +6.1% | -19.3% | +25.4% | +7.7% |
| 30D | +1.3% | -30.9% | +32.2% | +4.1% |
| 3M | -5.6% | +41.1% | -46.6% | -9.2% |
| 6M | +22.2% | +211.9% | -189.7% | +6.7% |
| YTD | +44.3% | +314.0% | -269.7% | +22.9% |
| 1Y | +43.1% | +405.4% | -362.3% | +20.8% |
| All | +43.1% | +406.9% | -363.8% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling