-55.4%
GTLB vs TXG
-56.9%
+1.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.8% |
| 7D | -6.6% | +9.1% | -15.7% | -10.1% |
| 30D | +13.7% | +14.9% | -1.1% | +6.7% |
| 3M | +52.9% | +120.0% | -67.1% | +6.7% |
| 6M | +88.5% | +221.8% | -133.3% | +7.9% |
| YTD | +23.4% | +312.6% | -289.1% | -37.6% |
| 1Y | -3.8% | +398.4% | -402.3% | -57.5% |
| 3Y | -11.5% | +42.1% | -53.6% | -35.5% |
| All | -55.4% | -56.9% | +1.5% | -44.4% |
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