+32.8%
GPC vs TXT
+10.4%
+22.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +1.2% | -4.8% | +6.0% | +3.3% |
| 30D | +6.0% | -10.6% | +16.6% | +11.1% |
| 3M | +42.6% | -13.2% | +55.8% | +51.0% |
| 6M | +22.8% | -20.3% | +43.1% | +34.6% |
| YTD | +15.5% | -9.3% | +24.7% | +19.0% |
| 1Y | +2.0% | -2.7% | +4.7% | +1.7% |
| 3Y | -1.4% | +1.4% | -2.8% | -4.8% |
| All | +32.8% | +10.4% | +22.4% | +21.3% |
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