+85.0%
GPC vs TXT
+97.6%
-12.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +1.2% | -4.8% | +6.0% | +3.4% |
| 30D | +6.0% | -10.6% | +16.6% | +11.2% |
| 3M | +42.6% | -13.2% | +55.8% | +51.1% |
| 6M | +22.8% | -20.3% | +43.1% | +34.8% |
| YTD | +15.5% | -9.3% | +24.7% | +19.2% |
| 1Y | +2.0% | -2.7% | +4.7% | +1.9% |
| 3Y | -1.4% | +1.4% | -2.8% | -4.6% |
| 5Y | +30.6% | +9.6% | +21.0% | +19.4% |
| All | +85.0% | +97.6% | -12.6% | +14.1% |
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 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