+102.5%
TXG vs GGLL
+328.4%
-225.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +9.4% | +1.9% | +7.5% | +8.7% |
| 30D | +26.1% | -9.7% | +35.8% | +30.3% |
| 3M | +124.8% | -18.0% | +142.8% | +135.2% |
| 6M | +215.2% | +15.3% | +200.0% | +186.3% |
| YTD | +302.2% | +2.2% | +300.0% | +278.2% |
| 1Y | +370.9% | +73.1% | +297.8% | +256.8% |
| 3Y | +38.5% | +242.7% | -204.2% | -29.6% |
| All | +102.5% | +328.4% | -225.8% | -7.9% |
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