+188.5%
GD vs TXT
+112.2%
+76.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | +0.2% |
| 7D | -5.0% | -2.5% | -2.5% | -3.9% |
| 30D | +8.9% | +14.4% | -5.5% | +2.4% |
| 3M | -8.0% | -4.9% | -3.1% | -6.2% |
| 6M | +2.9% | -10.2% | +13.1% | +7.3% |
| YTD | +7.1% | -4.1% | +11.2% | +7.8% |
| 1Y | +5.9% | +4.0% | +2.0% | +2.8% |
| 3Y | +53.9% | +8.0% | +45.9% | +44.0% |
| 5Y | +95.4% | +8.4% | +87.0% | +77.8% |
| All | +188.5% | +112.2% | +76.4% | +71.4% |
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 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