+27.2%
GFS vs TXT
+1.6%
+25.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.3% |
| 7D | +7.4% | +0.1% | +7.2% | +7.3% |
| 30D | -15.3% | +13.3% | -28.6% | -20.9% |
| 3M | -21.1% | -5.0% | -16.1% | -18.2% |
| 6M | -44.5% | -8.4% | -36.1% | -41.2% |
| YTD | +19.2% | -4.0% | +23.2% | +24.9% |
| 1Y | +27.2% | +2.8% | +24.4% | +25.1% |
| All | +27.2% | +1.6% | +25.6% | +25.1% |
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