+669.9%
GWW vs TXT
+89.4%
+580.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +3.6% | +0.1% | +3.4% | +3.5% |
| 30D | +12.1% | +13.3% | -1.2% | +6.2% |
| 3M | +12.9% | -5.0% | +17.9% | +14.7% |
| 6M | +19.3% | -8.4% | +27.7% | +22.3% |
| YTD | +48.7% | -4.0% | +52.7% | +48.6% |
| 1Y | +60.5% | +2.8% | +57.7% | +55.8% |
| 3Y | +93.3% | +10.3% | +83.0% | +79.1% |
| 5Y | +219.0% | +9.2% | +209.8% | +190.7% |
| All | +669.9% | +89.4% | +580.5% | +413.2% |
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