-44.3%
GPN vs TXG
+27.0%
-71.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.6% |
| 7D | -4.3% | +9.5% | -13.8% | -5.9% |
| 30D | 0.0% | +18.8% | -18.8% | -3.2% |
| 3M | +35.8% | +136.1% | -100.3% | +14.8% |
| 6M | +22.0% | +235.2% | -213.2% | -4.2% |
| YTD | +15.2% | +320.5% | -305.3% | -13.7% |
| 1Y | +3.5% | +425.2% | -421.7% | -26.7% |
| 3Y | -26.9% | +42.9% | -69.8% | -39.5% |
| 5Y | -44.2% | -62.8% | +18.6% | -46.3% |
| All | -44.3% | +27.0% | -71.3% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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