+5.0%
GPC vs TXT
+7.8%
-2.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.5% |
| 7D | +1.6% | -2.5% | +4.1% | +2.7% |
| 30D | -2.1% | +14.4% | -16.5% | -7.8% |
| 3M | -6.8% | -4.9% | -1.9% | -5.2% |
| 6M | +18.6% | -10.2% | +28.8% | +23.3% |
| YTD | +2.7% | -4.1% | +6.8% | +2.9% |
| 1Y | +1.8% | +4.0% | -2.2% | -1.6% |
| 3Y | +1.1% | +8.0% | -6.9% | -5.4% |
| All | +5.0% | +7.8% | -2.7% | -3.2% |
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