+172.2%
GRMN vs TXG
+39.1%
+133.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | -1.8% | +5.0% | -6.8% | -2.4% |
| 30D | -12.1% | +13.5% | -25.6% | -13.7% |
| 3M | +18.0% | +128.0% | -110.0% | +4.4% |
| 6M | +13.7% | +224.4% | -210.7% | -4.9% |
| YTD | +35.3% | +307.0% | -271.7% | +9.0% |
| 1Y | +17.2% | +427.2% | -410.0% | -9.9% |
| All | +172.2% | +39.1% | +133.1% | +117.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling