+12.6%
GTLB vs TXG
+406.9%
-394.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | -0.6% |
| 7D | -9.7% | -19.3% | +9.6% | -6.7% |
| 30D | +1.7% | -30.9% | +32.6% | +6.8% |
| 3M | +43.6% | +41.1% | +2.5% | +33.1% |
| 6M | +113.0% | +211.9% | -98.9% | +72.2% |
| YTD | +39.5% | +314.0% | -274.4% | +9.1% |
| 1Y | +12.6% | +405.4% | -392.8% | -12.9% |
| All | +12.6% | +406.9% | -394.3% | -12.9% |
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