+163.1%
GH vs TXT
-1.0%
+164.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -0.1% | -4.8% | +4.7% | +1.2% |
| 30D | -1.1% | -10.6% | +9.5% | +1.7% |
| 3M | +21.3% | -13.2% | +34.5% | +25.3% |
| 6M | +73.5% | -20.3% | +93.9% | +81.7% |
| YTD | +58.0% | -9.3% | +67.3% | +63.0% |
| 1Y | +163.1% | -2.7% | +165.7% | +168.7% |
| All | +163.1% | -1.0% | +164.1% | +168.7% |
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 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