+139.3%
GS vs TXG
-66.4%
+205.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.7% |
| 7D | -3.2% | -15.4% | +12.2% | -0.9% |
| 30D | -2.4% | -22.1% | +19.7% | +0.9% |
| 3M | -15.7% | +30.0% | -45.7% | -20.7% |
| 6M | -6.8% | +160.7% | -167.5% | -21.9% |
| YTD | -0.1% | +263.5% | -263.5% | -21.2% |
| 1Y | +12.1% | +356.0% | -343.9% | -15.3% |
| 3Y | +185.8% | +53.4% | +132.4% | +138.6% |
| All | +139.3% | -66.4% | +205.7% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling