-54.5%
GTLB vs TXT
+17.4%
-71.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +1.1% |
| 7D | -3.5% | -1.1% | -2.4% | -2.9% |
| 30D | -9.0% | +13.3% | -22.2% | -17.2% |
| 3M | +15.9% | -5.1% | +21.0% | +18.6% |
| 6M | +104.9% | -7.1% | +112.0% | +109.8% |
| YTD | +26.0% | -3.2% | +29.2% | +20.1% |
| 1Y | +1.8% | +2.3% | -0.5% | -7.9% |
| 3Y | +6.0% | +11.1% | -5.1% | -18.1% |
| 5Y | -62.2% | +10.0% | -72.2% | -70.8% |
| All | -54.5% | +17.4% | -71.8% | -66.2% |
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 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