+2,202.2%
GAP vs TXT
+2,070.1%
+132.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -4.5% | -4.8% | +0.3% | -2.4% |
| 30D | +9.0% | -10.6% | +19.7% | +14.5% |
| 3M | +5.0% | -13.2% | +18.2% | +11.1% |
| 6M | -17.8% | -20.3% | +2.5% | -9.8% |
| YTD | -10.4% | -9.3% | -1.1% | -7.2% |
| 1Y | -3.4% | -2.7% | -0.7% | -3.1% |
| 3Y | +111.5% | +1.4% | +110.1% | +109.1% |
| 5Y | +8.8% | +9.6% | -0.7% | +5.5% |
| 10Y | +32.9% | +94.9% | -62.0% | +3.5% |
| All | +2,202.2% | +2,070.1% | +132.2% | +374.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling