+2,020.8%
GPC vs TXT
+2,193.3%
-172.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.8% |
| 7D | +1.6% | -2.5% | +4.1% | +2.3% |
| 30D | -2.1% | +14.4% | -16.5% | -6.0% |
| 3M | -6.8% | -4.9% | -1.9% | -5.8% |
| 6M | +18.6% | -10.2% | +28.8% | +21.7% |
| YTD | +2.7% | -4.1% | +6.8% | +3.1% |
| 1Y | +1.8% | +4.0% | -2.2% | -0.1% |
| 3Y | +1.1% | +8.0% | -6.9% | -2.6% |
| 5Y | +4.1% | +8.4% | -4.4% | -0.8% |
| 10Y | +88.2% | +116.6% | -28.4% | +42.4% |
| All | +2,020.8% | +2,193.3% | -172.5% | +681.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling