+9.3%
GEHC vs TXT
+12.5%
-3.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.6% |
| 7D | -7.6% | +0.8% | -8.5% | -8.0% |
| 30D | -10.7% | -10.4% | -0.2% | -6.6% |
| 3M | -1.2% | -14.3% | +13.1% | +4.5% |
| 6M | -13.7% | -15.1% | +1.4% | -8.7% |
| YTD | -20.4% | -8.3% | -12.1% | -19.2% |
| 1Y | -17.0% | -0.7% | -16.3% | -19.1% |
| 3Y | +0.9% | +6.0% | -5.0% | -6.1% |
| All | +9.3% | +12.5% | -3.2% | +0.6% |
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