-3.5%
GTLB vs TXT
-1.4%
-2.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.0% |
| 7D | -4.1% | -0.2% | -3.9% | -4.1% |
| 30D | +12.3% | -10.2% | +22.5% | +10.8% |
| 3M | +65.9% | -13.3% | +79.2% | +63.2% |
| 6M | +104.0% | -14.4% | +118.3% | +101.3% |
| YTD | +26.0% | -9.1% | +35.1% | +21.3% |
| 1Y | -3.5% | -2.2% | -1.3% | -10.4% |
| All | -3.5% | -1.4% | -2.1% | -10.4% |
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