+398.4%
TXG vs GGLL
+64.8%
+333.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.5% | +7.1% | +3.7% |
| 7D | +9.1% | -3.9% | +13.0% | +10.2% |
| 30D | +14.9% | -15.4% | +30.2% | +19.5% |
| 3M | +120.0% | -21.9% | +141.9% | +132.9% |
| 6M | +221.8% | +4.5% | +217.3% | +203.4% |
| YTD | +312.6% | -2.4% | +315.0% | +291.5% |
| 1Y | +398.4% | +57.8% | +340.7% | +266.7% |
| All | +398.4% | +64.8% | +333.6% | +266.7% |
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