+20,253.5%
GD vs TXT
+2,278.7%
+17,974.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.2% |
| 7D | +3.0% | +10.6% | -7.7% | -0.2% |
| 30D | +10.5% | +14.4% | -3.9% | +6.1% |
| 3M | -5.0% | -2.7% | -2.2% | -4.3% |
| 6M | +5.5% | -4.7% | +10.2% | +6.6% |
| YTD | +10.3% | -0.5% | +10.9% | +9.9% |
| 1Y | +8.2% | +8.7% | -0.6% | +4.9% |
| 3Y | +59.0% | +12.1% | +46.9% | +51.6% |
| 5Y | +104.3% | +14.6% | +89.7% | +90.9% |
| 10Y | +202.4% | +124.7% | +77.8% | +125.3% |
| All | +20,253.5% | +2,278.7% | +17,974.9% | +7,401.5% |
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