+100.8%
TXG vs GGLL
+195.8%
-95.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.5% | +7.2% | +8.9% |
| 7D | +5.5% | +6.3% | -0.8% | +3.6% |
| 30D | -19.3% | -35.1% | +15.8% | -7.6% |
| 3M | +25.0% | -37.7% | +62.7% | +44.7% |
| 6M | +201.2% | -54.1% | +255.3% | +280.0% |
| YTD | +298.8% | -29.4% | +328.3% | +319.9% |
| 1Y | +326.6% | -13.4% | +340.0% | +314.2% |
| 3Y | +78.3% | +158.3% | -80.0% | -2.4% |
| All | +100.8% | +195.8% | -95.0% | +2.3% |
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 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