+225.5%
GWW vs TXG
-62.8%
+288.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.7% | +0.4% |
| 7D | -3.4% | +9.5% | -12.8% | -4.2% |
| 30D | -1.9% | +18.8% | -20.7% | -3.6% |
| 3M | -2.4% | +136.1% | -138.5% | -10.7% |
| 6M | +15.7% | +235.2% | -219.5% | +1.8% |
| YTD | +27.6% | +320.5% | -292.9% | +9.5% |
| 1Y | +27.2% | +425.2% | -398.0% | +5.9% |
| 3Y | +89.7% | +42.9% | +46.8% | +72.7% |
| All | +225.5% | -62.8% | +288.3% | +204.4% |
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 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