+222.6%
GWW vs TXT
+13.4%
+209.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -0.5% | +0.8% | -1.3% | -0.8% |
| 30D | -1.4% | -10.4% | +9.0% | +2.9% |
| 3M | -3.6% | -14.3% | +10.7% | +2.0% |
| 6M | +15.1% | -15.1% | +30.2% | +21.9% |
| YTD | +27.5% | -8.3% | +35.8% | +30.0% |
| 1Y | +29.6% | -0.7% | +30.3% | +27.5% |
| 3Y | +90.1% | +6.0% | +84.1% | +78.2% |
| 5Y | +222.6% | +12.5% | +210.1% | +184.9% |
| All | +222.6% | +13.4% | +209.2% | +184.9% |
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