+25.8%
TXG vs GFI
+965.7%
-939.9%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.8% |
| 7D | +5.0% | -5.1% | +10.1% | +6.0% |
| 30D | +13.5% | +13.4% | +0.1% | +11.1% |
| 3M | +128.0% | +36.2% | +91.8% | +116.5% |
| 6M | +224.4% | -9.8% | +234.3% | +227.6% |
| YTD | +307.0% | +7.7% | +299.3% | +298.8% |
| 1Y | +427.2% | +27.2% | +400.1% | +403.9% |
| 3Y | +40.2% | +300.3% | -260.1% | +10.3% |
| 5Y | -64.0% | +539.8% | -603.8% | -73.7% |
| All | +25.8% | +965.7% | -939.9% | -8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling