+584.0%
GH vs TXT
+13.4%
+570.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | -8.2% | -0.8% | -7.4% | -7.8% |
| 30D | -4.9% | +13.4% | -18.3% | -10.3% |
| 3M | -6.2% | -2.5% | -3.7% | -5.3% |
| 6M | +60.0% | -6.2% | +66.2% | +63.7% |
| YTD | +51.5% | -1.3% | +52.9% | +49.4% |
| 1Y | +58.4% | +4.3% | +54.1% | +51.4% |
| All | +584.0% | +13.4% | +570.5% | +499.2% |
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