+2,064.0%
GS vs TXT
+117.4%
+1,946.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | +0.9% | -4.8% | +5.7% | +3.1% |
| 30D | -1.6% | -10.6% | +9.0% | +3.3% |
| 3M | -4.5% | -13.2% | +8.7% | +1.2% |
| 6M | +20.9% | -20.3% | +41.2% | +32.8% |
| YTD | +19.9% | -9.3% | +29.1% | +23.7% |
| 1Y | +41.4% | -2.7% | +44.1% | +41.1% |
| 3Y | +239.2% | +1.4% | +237.8% | +229.8% |
| 5Y | +185.0% | +9.6% | +175.5% | +164.0% |
| 10Y | +655.0% | +94.9% | +560.1% | +417.3% |
| All | +2,064.0% | +117.4% | +1,946.6% | +704.5% |
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