-12.3%
GFS vs TXT
+20.8%
-33.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +3.3% |
| 7D | -3.1% | -3.5% | +0.4% | -0.5% |
| 30D | -16.0% | +15.2% | -31.2% | -25.1% |
| 3M | -24.7% | -4.5% | -20.2% | -22.6% |
| 6M | -45.1% | -6.1% | -39.0% | -43.2% |
| YTD | +16.5% | -2.0% | +18.4% | +15.5% |
| 1Y | +19.3% | +4.2% | +15.1% | +12.6% |
| 3Y | -20.0% | +14.4% | -34.3% | -33.0% |
| 5Y | -32.0% | +12.3% | -44.4% | -41.0% |
| All | -12.3% | +20.8% | -33.1% | -26.8% |
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 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