+185.7%
GS vs TXT
+10.4%
+175.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | +0.9% | -4.8% | +5.7% | +3.5% |
| 30D | -1.6% | -10.6% | +9.0% | +4.2% |
| 3M | -4.5% | -13.2% | +8.7% | +2.1% |
| 6M | +20.9% | -20.3% | +41.2% | +34.9% |
| YTD | +19.9% | -9.3% | +29.1% | +23.8% |
| 1Y | +41.4% | -2.7% | +44.1% | +40.0% |
| 3Y | +239.2% | +1.4% | +237.8% | +220.6% |
| All | +185.7% | +10.4% | +175.3% | +146.4% |
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