+19,778.3%
GD vs TXT
+2,239.7%
+17,538.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.9% |
| 7D | -3.9% | -2.5% | -1.4% | -3.2% |
| 30D | +8.1% | +12.8% | -4.8% | +4.2% |
| 3M | -6.8% | -3.6% | -3.1% | -5.9% |
| 6M | +3.0% | -6.9% | +9.9% | +4.9% |
| YTD | +7.8% | -2.2% | +9.9% | +7.8% |
| 1Y | +5.8% | +6.3% | -0.5% | +3.3% |
| 3Y | +55.3% | +10.3% | +45.0% | +48.8% |
| 5Y | +96.7% | +10.6% | +86.0% | +85.7% |
| 10Y | +195.4% | +121.0% | +74.4% | +121.1% |
| All | +19,778.3% | +2,239.7% | +17,538.6% | +7,262.5% |
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