+486.7%
GS vs TXT
+112.2%
+374.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.7% |
| 7D | -3.2% | -2.5% | -0.7% | -1.9% |
| 30D | -2.4% | +14.4% | -16.8% | -9.8% |
| 3M | -15.7% | -4.9% | -10.8% | -14.0% |
| 6M | -6.8% | -10.2% | +3.4% | -2.4% |
| YTD | -0.1% | -4.1% | +4.0% | -0.1% |
| 1Y | +12.1% | +4.0% | +8.1% | +7.2% |
| 3Y | +185.8% | +8.0% | +177.8% | +162.7% |
| 5Y | +140.1% | +8.4% | +131.7% | +114.8% |
| All | +486.7% | +112.2% | +374.5% | +195.3% |
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 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