+682.6%
GFI vs TXT
+2,092.6%
-1,410.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.4% |
| 7D | +4.7% | +0.8% | +3.9% | +4.6% |
| 30D | +14.4% | -10.4% | +24.9% | +15.7% |
| 3M | +32.5% | -14.3% | +46.9% | +34.6% |
| 6M | -7.2% | -15.1% | +7.9% | -5.5% |
| YTD | +10.9% | -8.3% | +19.2% | +11.7% |
| 1Y | +35.5% | -0.7% | +36.2% | +35.4% |
| 3Y | +312.1% | +6.0% | +306.1% | +307.1% |
| 5Y | +524.6% | +12.5% | +512.1% | +510.3% |
| 10Y | +1,092.7% | +103.2% | +989.5% | +964.4% |
| All | +682.6% | +2,092.6% | -1,410.0% | +679.2% |
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