-34.7%
GFS vs TXT
+7.8%
-42.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.2% | +7.6% |
| 7D | -7.8% | -2.5% | -5.3% | -6.1% |
| 30D | -19.7% | +14.4% | -34.1% | -28.0% |
| 3M | -23.1% | -4.9% | -18.2% | -20.8% |
| 6M | -46.4% | -10.2% | -36.2% | -42.6% |
| YTD | +11.0% | -4.1% | +15.1% | +11.9% |
| 1Y | +12.6% | +4.0% | +8.7% | +6.3% |
| 3Y | -24.9% | +8.0% | -32.9% | -34.1% |
| All | -34.7% | +7.8% | -42.4% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling