+53.4%
TXG vs GGLL
+154.9%
-101.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.7% |
| 7D | -15.4% | +3.1% | -18.5% | -16.0% |
| 30D | -22.1% | -36.3% | +14.2% | -11.8% |
| 3M | +30.0% | -40.4% | +70.4% | +49.6% |
| 6M | +160.7% | -54.6% | +215.3% | +221.5% |
| YTD | +263.5% | -31.1% | +294.6% | +283.4% |
| 1Y | +356.0% | -19.2% | +375.2% | +353.6% |
| 3Y | +53.4% | +151.5% | -98.2% | +3.5% |
| All | +53.4% | +154.9% | -101.6% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling