-34.9%
GIS vs TXT
+10.3%
-45.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.8% |
| 7D | -8.1% | -1.1% | -7.0% | -8.0% |
| 30D | +5.3% | +13.3% | -7.9% | +3.9% |
| 3M | -10.5% | -5.1% | -5.4% | -10.2% |
| 6M | +1.8% | -7.1% | +8.9% | +2.2% |
| YTD | -22.9% | -3.2% | -19.7% | -23.1% |
| 1Y | -22.9% | +2.3% | -25.3% | -23.6% |
| 3Y | -40.5% | +11.1% | -51.6% | -42.1% |
| 5Y | -34.9% | +10.0% | -44.9% | -36.6% |
| All | -34.9% | +10.3% | -45.2% | -36.6% |
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