-23.5%
GFS vs TXT
+10.3%
-33.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.8% |
| 7D | +17.2% | -1.1% | +18.3% | +18.0% |
| 30D | -8.7% | +13.3% | -22.0% | -17.6% |
| 3M | -19.7% | -5.1% | -14.5% | -17.1% |
| 6M | -40.7% | -7.1% | -33.6% | -38.2% |
| YTD | +22.5% | -3.2% | +25.7% | +22.6% |
| 1Y | +25.2% | +2.3% | +22.9% | +19.8% |
| 3Y | -17.7% | +11.1% | -28.7% | -29.4% |
| 5Y | -23.5% | +10.0% | -33.6% | -36.7% |
| All | -23.5% | +10.3% | -33.9% | -36.7% |
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