-2.4%
GFS vs TXT
+11.8%
-14.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | +1.0% | -4.8% | +5.8% | +4.8% |
| 30D | -8.6% | -10.6% | +2.0% | -0.4% |
| 3M | -46.5% | -13.2% | -33.4% | -40.9% |
| 6M | -4.8% | -20.3% | +15.5% | +12.4% |
| YTD | +29.7% | -9.3% | +38.9% | +37.4% |
| 1Y | +35.8% | -2.7% | +38.5% | +35.9% |
| 3Y | -18.3% | +1.4% | -19.7% | -24.5% |
| All | -2.4% | +11.8% | -14.2% | -12.9% |
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 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