+2,121.1%
GAP vs TXT
+2,193.3%
-72.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -3.3% |
| 7D | -3.8% | -2.5% | -1.2% | -2.7% |
| 30D | -9.0% | +14.4% | -23.4% | -14.3% |
| 3M | +5.5% | -4.9% | +10.4% | +7.5% |
| 6M | -11.1% | -10.2% | -0.9% | -7.6% |
| YTD | -13.6% | -4.1% | -9.5% | -12.8% |
| 1Y | -2.9% | +4.0% | -6.8% | -5.4% |
| 3Y | +69.6% | +8.0% | +61.7% | +62.9% |
| 5Y | +5.4% | +8.4% | -3.1% | +2.0% |
| 10Y | +17.8% | +116.6% | -98.8% | -12.0% |
| All | +2,121.1% | +2,193.3% | -72.3% | +345.5% |
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