+25.3%
GPN vs TXT
+107.7%
-82.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -1.4% |
| 7D | -4.6% | +2.4% | -7.0% | -5.8% |
| 30D | -0.3% | -8.9% | +8.6% | +4.3% |
| 3M | +35.4% | -13.6% | +49.0% | +44.7% |
| 6M | +21.7% | -13.1% | +34.8% | +29.2% |
| YTD | +14.9% | -7.0% | +21.9% | +17.5% |
| 1Y | +3.2% | -1.4% | +4.6% | +2.2% |
| 3Y | -27.1% | +6.9% | -34.1% | -31.7% |
| 5Y | -44.4% | +15.4% | -59.7% | -50.5% |
| All | +25.3% | +107.7% | -82.3% | -22.2% |
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