+22.1%
GFI vs TXT
0.0%
+22.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.6% | -2.1% |
| 7D | -4.9% | +2.5% | -7.3% | -5.7% |
| 30D | +10.7% | -8.9% | +19.6% | +14.6% |
| 3M | +25.6% | -13.6% | +39.2% | +32.0% |
| 6M | -8.3% | -13.1% | +4.8% | -5.0% |
| YTD | +6.3% | -7.0% | +13.3% | +7.6% |
| 1Y | +22.1% | -1.4% | +23.5% | +19.8% |
| All | +22.1% | 0.0% | +22.1% | +19.8% |
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