-55.4%
GTLB vs TXT
+11.2%
-66.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.2% | -2.0% |
| 7D | -6.6% | +0.8% | -7.4% | -7.1% |
| 30D | +13.7% | -10.4% | +24.2% | +22.3% |
| 3M | +52.9% | -14.3% | +67.2% | +68.5% |
| 6M | +88.5% | -15.1% | +103.6% | +104.8% |
| YTD | +23.4% | -8.3% | +31.8% | +23.5% |
| 1Y | -3.8% | -0.7% | -3.1% | -10.8% |
| 3Y | -11.5% | +6.0% | -17.5% | -29.2% |
| All | -55.4% | +11.2% | -66.6% | -65.3% |
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