+280.9%
TXG vs GGLL
-16.8%
+297.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.5% | +7.2% | +9.0% |
| 7D | +5.5% | +6.3% | -0.8% | +4.1% |
| 30D | -19.3% | -35.1% | +15.8% | -10.7% |
| 3M | +25.0% | -37.7% | +62.7% | +39.4% |
| 6M | +201.2% | -54.1% | +255.3% | +268.9% |
| YTD | +298.8% | -29.4% | +328.3% | +303.0% |
| All | +280.9% | -16.8% | +297.7% | +259.5% |
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 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