-21.1%
GIS vs TXT
+107.7%
-128.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.5% |
| 7D | -6.4% | +2.5% | -8.8% | -6.6% |
| 30D | -6.1% | -8.9% | +2.8% | -5.3% |
| 3M | +7.8% | -13.6% | +21.4% | +9.2% |
| 6M | -8.8% | -13.1% | +4.3% | -7.8% |
| YTD | -19.1% | -7.0% | -12.1% | -18.8% |
| 1Y | -24.8% | -1.4% | -23.4% | -25.0% |
| 3Y | -37.6% | +7.0% | -44.5% | -38.6% |
| 5Y | -25.4% | +15.4% | -40.8% | -27.8% |
| All | -21.1% | +107.7% | -128.8% | -31.2% |
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 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