+3.2%
GPN vs TXT
0.0%
+3.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -1.0% |
| 7D | -4.6% | +2.4% | -7.0% | -5.4% |
| 30D | -0.3% | -8.9% | +8.6% | +3.0% |
| 3M | +35.4% | -13.6% | +49.0% | +41.7% |
| 6M | +21.7% | -13.1% | +34.8% | +26.4% |
| YTD | +14.9% | -7.0% | +21.9% | +15.3% |
| 1Y | +3.2% | -1.4% | +4.6% | +1.8% |
| All | +3.2% | 0.0% | +3.2% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling