+87.2%
GPC vs TXT
+115.3%
-28.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +1.4% |
| 7D | +0.8% | -3.5% | +4.4% | +2.4% |
| 30D | -1.1% | +15.2% | -16.2% | -7.3% |
| 3M | -6.6% | -4.5% | -2.2% | -5.2% |
| 6M | +22.2% | -6.1% | +28.3% | +24.6% |
| YTD | +5.1% | -2.0% | +7.0% | +4.4% |
| 1Y | +2.8% | +4.2% | -1.4% | -0.6% |
| 3Y | +2.4% | +14.4% | -12.0% | -6.4% |
| 5Y | +7.8% | +12.3% | -4.6% | -2.9% |
| 10Y | +87.2% | +101.8% | -14.6% | +7.4% |
| All | +87.2% | +115.3% | -28.1% | +7.4% |
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 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