-27.1%
GPN vs TXG
+43.8%
-70.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.9% |
| 7D | -4.6% | +9.5% | -14.1% | -6.3% |
| 30D | -0.3% | +18.8% | -19.0% | -3.7% |
| 3M | +35.4% | +136.1% | -100.7% | +12.4% |
| 6M | +21.7% | +235.2% | -213.6% | -7.4% |
| YTD | +14.9% | +320.5% | -305.7% | -17.1% |
| 1Y | +3.2% | +425.2% | -422.0% | -30.5% |
| 3Y | -27.1% | +42.9% | -70.0% | -42.7% |
| All | -27.1% | +43.8% | -70.9% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling