+276.4%
GRMN vs TXG
+21.5%
+254.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -1.2% |
| 7D | +0.2% | +9.4% | -9.2% | -1.2% |
| 30D | -11.3% | +26.1% | -37.4% | -14.7% |
| 3M | +17.7% | +124.8% | -107.1% | +2.5% |
| 6M | +14.2% | +215.2% | -201.1% | -6.6% |
| YTD | +37.0% | +302.2% | -265.2% | +7.4% |
| 1Y | +17.0% | +370.9% | -353.9% | -11.7% |
| 3Y | +183.2% | +38.5% | +144.7% | +142.1% |
| 5Y | +77.3% | -64.4% | +141.6% | +74.4% |
| All | +276.4% | +21.5% | +254.9% | +176.6% |
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 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