+373.6%
GWW vs TXG
+24.6%
+349.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.0% |
| 7D | -0.5% | +9.1% | -9.6% | -1.3% |
| 30D | -1.4% | +14.9% | -16.3% | -2.9% |
| 3M | -3.6% | +120.0% | -123.6% | -11.4% |
| 6M | +15.1% | +221.8% | -206.7% | +1.4% |
| YTD | +27.5% | +312.6% | -285.1% | +9.1% |
| 1Y | +29.6% | +398.4% | -368.8% | +8.0% |
| 3Y | +90.1% | +42.1% | +48.0% | +72.6% |
| 5Y | +222.6% | -63.5% | +286.1% | +218.0% |
| All | +373.6% | +24.6% | +349.0% | +269.1% |
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 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