-44.3%
GPN vs TXG
+22.9%
-67.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.1% | +2.0% |
| 7D | -3.5% | +5.0% | -8.5% | -4.4% |
| 30D | +3.1% | +13.5% | -10.4% | +0.6% |
| 3M | +42.3% | +128.0% | -85.7% | +21.0% |
| 6M | +20.9% | +224.4% | -203.6% | -4.6% |
| YTD | +15.2% | +307.0% | -291.8% | -13.1% |
| 1Y | +5.4% | +427.2% | -421.8% | -25.4% |
| 3Y | -27.4% | +40.2% | -67.6% | -39.7% |
| 5Y | -44.2% | -64.0% | +19.8% | -46.0% |
| All | -44.3% | +22.9% | -67.2% | -62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling