+361.7%
TXG vs GFI
+45.3%
+316.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.2% |
| 7D | +1.8% | +3.1% | -1.3% | +0.5% |
| 30D | +32.0% | +27.1% | +4.9% | +20.2% |
| 3M | +87.0% | +21.2% | +65.8% | +72.5% |
| 6M | +180.1% | -4.5% | +184.6% | +177.1% |
| YTD | +284.1% | +11.7% | +272.4% | +250.7% |
| 1Y | +361.7% | +46.0% | +315.6% | +296.1% |
| All | +361.7% | +45.3% | +316.4% | +296.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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