+11.0%
GS vs TXG
+256.0%
-245.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.8% | +3.3% | -0.6% |
| 7D | +5.1% | +1.8% | +3.3% | +4.8% |
| 30D | +2.4% | -17.7% | +20.1% | +5.2% |
| 3M | -11.5% | +2.3% | -13.8% | -13.8% |
| 6M | -2.5% | +182.5% | -185.0% | -21.9% |
| YTD | +5.5% | +262.4% | -256.9% | -19.1% |
| 1Y | +11.0% | +254.1% | -243.1% | -14.7% |
| All | +11.0% | +256.0% | -245.0% | -14.7% |
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