+46.0%
GFI vs TXT
-1.0%
+47.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +3.1% | -4.8% | +7.9% | +5.0% |
| 30D | +27.1% | -10.6% | +37.7% | +32.6% |
| 3M | +21.2% | -13.2% | +34.3% | +27.6% |
| 6M | -4.5% | -20.3% | +15.8% | -0.6% |
| YTD | +11.7% | -9.3% | +21.0% | +14.1% |
| 1Y | +46.0% | -2.7% | +48.7% | +47.5% |
| All | +46.0% | -1.0% | +47.0% | +47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling