+24.9%
TXG vs GGLL
+253.9%
-229.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.2% |
| 7D | +1.8% | -4.8% | +6.6% | +3.3% |
| 30D | +32.0% | -13.7% | +45.7% | +37.8% |
| 3M | +87.0% | -21.9% | +108.9% | +98.4% |
| 6M | +180.1% | +11.7% | +168.4% | +160.0% |
| YTD | +284.1% | +2.3% | +281.8% | +263.7% |
| 1Y | +361.7% | +76.2% | +285.5% | +258.7% |
| All | +24.9% | +253.9% | -229.1% | -29.0% |
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