+425.2%
TXG vs GFI
+26.4%
+398.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.3% | +4.6% | +3.9% |
| 7D | +9.5% | -4.9% | +14.3% | +11.8% |
| 30D | +18.8% | +10.7% | +8.0% | +13.9% |
| 3M | +136.1% | +25.6% | +110.5% | +115.2% |
| 6M | +235.2% | -8.3% | +243.5% | +237.7% |
| YTD | +320.5% | +6.3% | +314.2% | +290.4% |
| 1Y | +425.2% | +22.1% | +403.1% | +356.9% |
| All | +425.2% | +26.4% | +398.8% | +356.9% |
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