+33.7%
GAP vs TXT
+98.4%
-64.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.7% |
| 7D | +1.7% | -0.2% | +1.9% | +1.9% |
| 30D | +9.3% | -11.1% | +20.4% | +19.6% |
| 3M | +6.1% | -13.0% | +19.1% | +16.8% |
| 6M | -2.3% | -16.2% | +13.9% | +10.1% |
| YTD | -10.6% | -8.7% | -1.9% | -6.1% |
| 1Y | -4.4% | -3.8% | -0.7% | -4.2% |
| 3Y | +118.3% | +5.5% | +112.8% | +101.0% |
| 5Y | +12.2% | +12.3% | -0.1% | -1.6% |
| 10Y | +33.7% | +97.4% | -63.7% | -24.9% |
| All | +33.7% | +98.4% | -64.7% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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