+12.6%
GTLB vs TXT
+9.2%
+3.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.3% |
| 7D | -9.7% | +10.6% | -20.3% | -7.5% |
| 30D | +1.7% | +14.4% | -12.7% | +4.7% |
| 3M | +43.6% | -2.7% | +46.3% | +42.4% |
| 6M | +113.0% | -4.7% | +117.6% | +111.0% |
| YTD | +39.5% | -0.5% | +40.1% | +38.2% |
| 1Y | +12.6% | +8.7% | +3.9% | +14.4% |
| All | +12.6% | +9.2% | +3.4% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling