-10.3%
GTLB vs TXG
+39.1%
-49.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.4% | +2.4% |
| 7D | -4.1% | +5.0% | -9.1% | -5.3% |
| 30D | +12.3% | +13.5% | -1.2% | +8.5% |
| 3M | +65.9% | +128.0% | -62.1% | +33.3% |
| 6M | +104.0% | +224.4% | -120.5% | +47.4% |
| YTD | +26.0% | +307.0% | -281.0% | -14.5% |
| 1Y | -3.5% | +427.2% | -430.7% | -40.4% |
| All | -10.3% | +39.1% | -49.4% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling