+82.5%
TXG vs GGLL
+217.5%
-135.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +3.5% | -8.3% | -6.0% |
| 7D | +1.8% | +11.5% | -9.7% | -2.1% |
| 30D | -17.7% | -31.2% | +13.6% | -7.7% |
| 3M | +2.3% | -28.7% | +31.0% | +12.9% |
| 6M | +182.5% | -47.2% | +229.7% | +238.1% |
| YTD | +262.4% | -24.3% | +286.6% | +271.8% |
| 1Y | +254.1% | -12.0% | +266.1% | +241.7% |
| 3Y | +66.6% | +169.6% | -103.1% | -9.9% |
| All | +82.5% | +217.5% | -135.0% | -9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling