+47.0%
GH vs TXT
+14.6%
+32.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.3% |
| 7D | -8.2% | -0.8% | -7.4% | -7.6% |
| 30D | -4.9% | +13.4% | -18.3% | -12.7% |
| 3M | -6.2% | -2.5% | -3.7% | -5.4% |
| 6M | +60.0% | -6.2% | +66.2% | +64.2% |
| YTD | +51.5% | -1.3% | +52.9% | +47.8% |
| 1Y | +58.4% | +4.3% | +54.1% | +48.3% |
| 3Y | +617.2% | +13.2% | +604.0% | +502.2% |
| 5Y | +47.0% | +12.4% | +34.6% | +14.5% |
| All | +47.0% | +14.6% | +32.4% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling