+61.5%
GNRC vs TXT
+7.0%
+54.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +1.4% |
| 7D | -0.2% | +2.5% | -2.7% | -1.7% |
| 30D | -15.7% | -8.9% | -6.9% | -10.6% |
| 3M | -27.3% | -13.6% | -13.8% | -20.9% |
| 6M | -12.1% | -13.1% | +1.0% | -4.4% |
| YTD | +37.1% | -7.0% | +44.1% | +42.1% |
| 1Y | -0.5% | -1.4% | +0.9% | -1.0% |
| 3Y | +61.5% | +7.0% | +54.6% | +47.0% |
| All | +61.5% | +7.0% | +54.5% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling