+83.7%
GRMN vs TXG
-62.8%
+146.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.3% | +0.5% | +3.3% |
| 7D | +2.0% | +9.5% | -7.4% | +0.6% |
| 30D | -8.8% | +18.8% | -27.6% | -11.3% |
| 3M | +19.0% | +136.1% | -117.1% | +3.0% |
| 6M | +20.7% | +235.2% | -214.5% | -2.0% |
| YTD | +40.5% | +320.5% | -280.0% | +9.5% |
| 1Y | +19.1% | +425.2% | -406.1% | -11.5% |
| 3Y | +182.7% | +42.9% | +139.8% | +139.9% |
| All | +83.7% | -62.8% | +146.5% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling