-52.0%
GTLB vs TXT
+10.0%
-62.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.3% |
| 7D | +11.1% | -4.8% | +15.8% | +14.7% |
| 30D | +37.8% | -10.6% | +48.4% | +48.6% |
| 3M | +61.6% | -13.2% | +74.8% | +76.1% |
| 6M | +98.9% | -20.3% | +119.3% | +127.3% |
| YTD | +32.8% | -9.3% | +42.0% | +33.8% |
| 1Y | +14.7% | -2.7% | +17.3% | +8.0% |
| 3Y | +1.3% | +1.4% | 0.0% | -15.1% |
| All | -52.0% | +10.0% | -62.1% | -62.4% |
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 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