+389.6%
GS vs TXG
+16.5%
+373.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +0.9% |
| 7D | +1.6% | -3.7% | +5.2% | +2.1% |
| 30D | +1.7% | -22.0% | +23.7% | +4.8% |
| 3M | -11.6% | +7.4% | -19.0% | -13.7% |
| 6M | -1.9% | +191.2% | -193.1% | -17.6% |
| YTD | +5.1% | +285.7% | -280.6% | -15.8% |
| 1Y | +16.4% | +268.3% | -251.8% | -6.4% |
| 3Y | +199.0% | +77.3% | +121.7% | +149.1% |
| 5Y | +157.4% | -62.3% | +219.8% | +139.5% |
| All | +389.6% | +16.5% | +373.2% | +252.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling