+91.6%
GWW vs TXT
+5.7%
+85.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | +1.1% | -11.1% | +12.2% | +5.4% |
| 3M | -1.0% | -13.0% | +12.0% | +3.6% |
| 6M | +16.3% | -16.2% | +32.5% | +23.1% |
| YTD | +28.5% | -8.7% | +37.2% | +30.7% |
| 1Y | +30.3% | -3.8% | +34.0% | +29.4% |
| 3Y | +91.6% | +5.5% | +86.1% | +82.0% |
| All | +91.6% | +5.7% | +85.9% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling