+2,148.2%
GNRC vs TXT
+335.1%
+1,813.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | +4.8% | -0.2% | +5.1% | +5.0% |
| 30D | -10.4% | -11.1% | +0.7% | -4.9% |
| 3M | -28.5% | -13.0% | -15.5% | -23.7% |
| 6M | -6.8% | -16.2% | +9.4% | +1.6% |
| YTD | +39.5% | -8.7% | +48.2% | +45.4% |
| 1Y | +3.4% | -3.8% | +7.2% | +4.9% |
| 3Y | +65.1% | +5.5% | +59.6% | +58.8% |
| 5Y | -57.1% | +12.3% | -69.4% | -59.3% |
| 10Y | +432.5% | +97.4% | +335.1% | +259.6% |
| All | +2,148.2% | +335.1% | +1,813.0% | +1,035.2% |
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 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