+401.3%
GH vs TXT
+11.4%
+389.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -0.1% | -4.8% | +4.7% | +1.8% |
| 30D | -1.1% | -10.6% | +9.5% | +3.2% |
| 3M | +21.3% | -13.2% | +34.5% | +27.5% |
| 6M | +73.5% | -20.3% | +93.9% | +88.1% |
| YTD | +58.0% | -9.3% | +67.3% | +62.4% |
| 1Y | +163.1% | -2.7% | +165.7% | +162.3% |
| 3Y | +361.0% | +1.4% | +359.7% | +349.8% |
| 5Y | +22.5% | +9.6% | +13.0% | +16.1% |
| All | +401.3% | +11.4% | +389.9% | +385.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling