+1,036.1%
GFI vs TXT
+107.7%
+928.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | +0.7% |
| 7D | -2.7% | +2.5% | -5.2% | -3.0% |
| 30D | +13.2% | -8.9% | +22.1% | +14.4% |
| 3M | +28.5% | -13.6% | +42.0% | +30.5% |
| 6M | -6.2% | -13.1% | +6.9% | -4.7% |
| YTD | +8.7% | -7.0% | +15.7% | +9.5% |
| 1Y | +24.8% | -1.4% | +26.2% | +25.1% |
| 3Y | +298.0% | +7.0% | +291.1% | +293.1% |
| 5Y | +546.0% | +15.4% | +530.6% | +529.4% |
| All | +1,036.1% | +107.7% | +928.3% | +857.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling