+57.1%
GWW vs TXG
+406.9%
-349.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.4% | +3.1% | +6.4% |
| 7D | +11.1% | -19.3% | +30.3% | +12.0% |
| 30D | +15.7% | -30.9% | +46.7% | +17.4% |
| 3M | +14.8% | +41.1% | -26.3% | +11.9% |
| 6M | +30.9% | +211.9% | -180.9% | +20.6% |
| YTD | +48.5% | +314.0% | -265.5% | +35.2% |
| 1Y | +57.1% | +405.4% | -348.3% | +42.0% |
| All | +57.1% | +406.9% | -349.8% | +42.0% |
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