+185.7%
GS vs TXG
-66.1%
+251.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | +0.9% | +1.8% | -0.9% | +0.7% |
| 30D | -1.6% | +32.0% | -33.6% | -6.2% |
| 3M | -4.5% | +87.0% | -91.5% | -14.2% |
| 6M | +20.9% | +180.1% | -159.2% | +1.4% |
| YTD | +19.9% | +284.1% | -264.2% | -4.5% |
| 1Y | +41.4% | +361.7% | -320.3% | +8.2% |
| 3Y | +239.2% | +15.9% | +223.2% | +198.3% |
| All | +185.7% | -66.1% | +251.8% | +150.6% |
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