+457.6%
GS vs TXG
+21.5%
+436.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -0.9% |
| 7D | +3.4% | +9.4% | -6.0% | +2.1% |
| 30D | +0.2% | +26.1% | -25.9% | -3.4% |
| 3M | -0.3% | +124.8% | -125.1% | -12.0% |
| 6M | +27.4% | +215.2% | -187.9% | +6.6% |
| YTD | +19.6% | +302.2% | -282.6% | -3.6% |
| 1Y | +42.5% | +370.9% | -328.5% | +11.1% |
| 3Y | +240.4% | +38.5% | +201.9% | +195.2% |
| 5Y | +188.9% | -64.4% | +253.3% | +172.2% |
| All | +457.6% | +21.5% | +436.1% | +304.1% |
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