+453.7%
GS vs TXG
+27.0%
+426.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +0.4% |
| 7D | -0.9% | +9.5% | -10.4% | -2.2% |
| 30D | -0.3% | +18.8% | -19.1% | -2.9% |
| 3M | -0.1% | +136.1% | -136.2% | -12.4% |
| 6M | +26.1% | +235.2% | -209.1% | +4.6% |
| YTD | +18.8% | +320.5% | -301.7% | -4.9% |
| 1Y | +33.7% | +425.2% | -391.5% | +2.8% |
| 3Y | +238.9% | +42.9% | +196.0% | +192.5% |
| 5Y | +187.9% | -62.8% | +250.8% | +169.6% |
| All | +453.7% | +27.0% | +426.6% | +298.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling