+14,159.6%
GWW vs TXT
+2,070.1%
+12,089.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +1.4% | -4.8% | +6.2% | +2.9% |
| 30D | +3.3% | -10.6% | +13.9% | +6.8% |
| 3M | +2.9% | -13.2% | +16.1% | +7.1% |
| 6M | +15.8% | -20.3% | +36.1% | +23.5% |
| YTD | +32.0% | -9.3% | +41.3% | +34.9% |
| 1Y | +29.9% | -2.7% | +32.6% | +29.8% |
| 3Y | +91.1% | +1.4% | +89.7% | +86.7% |
| 5Y | +223.9% | +9.6% | +214.4% | +205.4% |
| 10Y | +567.0% | +94.9% | +472.1% | +402.5% |
| All | +14,159.6% | +2,070.1% | +12,089.6% | +4,937.1% |
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