-22.9%
GIS vs TXT
+13.4%
-36.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | -8.6% | +0.8% | -9.4% | -8.7% |
| 30D | -0.5% | -10.4% | +10.0% | +0.6% |
| 3M | +11.9% | -14.3% | +26.2% | +13.5% |
| 6M | -11.6% | -15.1% | +3.5% | -10.3% |
| YTD | -16.3% | -8.3% | -8.0% | -16.0% |
| 1Y | -21.8% | -0.7% | -21.0% | -22.2% |
| 3Y | -35.7% | +6.0% | -41.6% | -37.0% |
| 5Y | -22.9% | +12.5% | -35.4% | -26.3% |
| All | -22.9% | +13.4% | -36.3% | -26.3% |
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