-54.8%
GTLB vs TXG
-56.0%
+1.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.3% | -4.0% | -2.0% |
| 7D | -5.7% | +9.5% | -15.2% | -9.4% |
| 30D | +15.1% | +18.8% | -3.6% | +6.4% |
| 3M | +65.5% | +136.1% | -70.7% | +11.9% |
| 6M | +102.9% | +235.2% | -132.3% | +14.0% |
| YTD | +25.2% | +320.5% | -295.3% | -37.3% |
| 1Y | -5.5% | +425.2% | -430.7% | -59.1% |
| 3Y | -10.9% | +42.9% | -53.8% | -35.0% |
| All | -54.8% | -56.0% | +1.3% | -44.1% |
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