-54.1%
GTLB vs TXT
+16.4%
-70.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.5% |
| 7D | -0.7% | +0.1% | -0.9% | -1.0% |
| 30D | -10.2% | +13.3% | -23.6% | -18.4% |
| 3M | +10.1% | -5.0% | +15.1% | +12.5% |
| 6M | +116.5% | -8.4% | +124.9% | +123.9% |
| YTD | +27.2% | -4.0% | +31.2% | +21.9% |
| 1Y | +8.6% | +2.8% | +5.8% | -2.4% |
| 3Y | +5.6% | +10.3% | -4.7% | -18.1% |
| 5Y | -61.8% | +9.2% | -71.0% | -70.4% |
| All | -54.1% | +16.4% | -70.5% | -65.7% |
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