+155.6%
GS vs TXG
-65.2%
+220.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.6% |
| 7D | +5.9% | -1.8% | +7.7% | +6.1% |
| 30D | +4.3% | -20.4% | +24.7% | +7.5% |
| 3M | -11.7% | +0.1% | -11.7% | -13.1% |
| 6M | -3.2% | +176.2% | -179.3% | -19.6% |
| YTD | +5.8% | +256.8% | -251.0% | -16.4% |
| 1Y | +16.0% | +255.9% | -239.9% | -8.6% |
| 3Y | +199.8% | +60.2% | +139.5% | +148.6% |
| All | +155.6% | -65.2% | +220.8% | +137.5% |
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