+377.4%
GH vs TXT
+5.7%
+371.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -4.5% | -11.1% | +6.6% | +1.0% |
| 3M | +28.9% | -13.0% | +41.9% | +37.0% |
| 6M | +76.5% | -16.2% | +92.7% | +90.5% |
| YTD | +57.6% | -8.7% | +66.3% | +61.5% |
| 1Y | +167.5% | -3.8% | +171.3% | +164.9% |
| 3Y | +377.4% | +5.5% | +371.9% | +333.6% |
| All | +377.4% | +5.7% | +371.7% | +333.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling