+4.0%
GPC vs TXT
+8.5%
-4.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -6.3% | +13.3% | -19.6% | -11.4% |
| 3M | -8.2% | -5.0% | -3.2% | -6.5% |
| 6M | +27.1% | -8.4% | +35.5% | +31.0% |
| YTD | +3.1% | -4.0% | +7.1% | +3.3% |
| 1Y | +0.1% | +2.8% | -2.7% | -2.8% |
| 3Y | +0.2% | +10.3% | -10.1% | -7.1% |
| All | +4.0% | +8.5% | -4.5% | -3.6% |
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