+380.7%
GH vs TXT
+21.1%
+359.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -8.2% | -0.8% | -7.4% | -7.8% |
| 30D | -4.9% | +13.4% | -18.3% | -9.6% |
| 3M | -6.2% | -2.5% | -3.7% | -5.8% |
| 6M | +60.0% | -6.2% | +66.2% | +62.7% |
| YTD | +51.5% | -1.3% | +52.9% | +50.2% |
| 1Y | +58.4% | +4.3% | +54.1% | +53.6% |
| 3Y | +617.2% | +13.2% | +604.0% | +568.2% |
| 5Y | +47.0% | +12.4% | +34.6% | +36.4% |
| All | +380.7% | +21.1% | +359.6% | +349.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling