+42.5%
GS vs TXG
+366.6%
-324.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -4.9% | -0.9% |
| 7D | +3.4% | +9.4% | -6.0% | +2.0% |
| 30D | +0.2% | +26.1% | -25.9% | -3.6% |
| 3M | -0.3% | +124.8% | -125.1% | -12.2% |
| 6M | +27.4% | +215.2% | -187.9% | +6.8% |
| YTD | +19.6% | +302.2% | -282.6% | -1.9% |
| 1Y | +42.5% | +370.9% | -328.5% | +15.1% |
| All | +42.5% | +366.6% | -324.1% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling