+19,851.2%
GD vs TXT
+2,070.1%
+17,781.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -5.3% | -4.8% | -0.5% | -3.9% |
| 30D | -6.4% | -10.6% | +4.2% | -3.3% |
| 3M | +5.7% | -13.2% | +18.9% | +10.0% |
| 6M | -0.9% | -20.3% | +19.4% | +5.6% |
| YTD | +8.2% | -9.3% | +17.4% | +10.8% |
| 1Y | +13.4% | -2.7% | +16.1% | +13.7% |
| 3Y | +68.5% | +1.4% | +67.1% | +65.6% |
| 5Y | +97.2% | +9.6% | +87.6% | +86.9% |
| 10Y | +190.2% | +94.9% | +95.3% | +125.1% |
| All | +19,851.2% | +2,070.1% | +17,781.2% | +7,466.1% |
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