+405.4%
TXG vs GGLL
-11.6%
+417.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.5% | -3.1% | +1.7% |
| 7D | -19.3% | -23.1% | +3.9% | -14.6% |
| 30D | -30.9% | -32.9% | +2.0% | -24.5% |
| 3M | +41.1% | -44.9% | +86.0% | +61.5% |
| 6M | +211.9% | -49.5% | +261.4% | +266.9% |
| YTD | +314.0% | -28.9% | +342.9% | +320.5% |
| 1Y | +405.4% | -12.2% | +417.6% | +370.3% |
| All | +405.4% | -11.6% | +417.0% | +370.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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