+46.6%
GPN vs TXT
+89.4%
-42.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.6% |
| 7D | -5.6% | +0.1% | -5.8% | -5.6% |
| 30D | +13.6% | +13.3% | +0.3% | +6.3% |
| 3M | -2.8% | -5.0% | +2.1% | -1.0% |
| 6M | +38.1% | -8.4% | +46.5% | +42.4% |
| YTD | +19.9% | -4.0% | +23.9% | +20.1% |
| 1Y | +23.4% | +2.8% | +20.6% | +19.3% |
| 3Y | -12.6% | +10.3% | -22.9% | -19.7% |
| 5Y | -26.6% | +9.2% | -35.8% | -33.4% |
| All | +46.6% | +89.4% | -42.8% | +0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling