-28.2%
GPN vs TXT
+5.5%
-33.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | -6.2% | +0.8% | -7.1% | -6.6% |
| 30D | +1.0% | -10.4% | +11.5% | +6.7% |
| 3M | +36.9% | -14.3% | +51.2% | +47.2% |
| 6M | +16.8% | -15.1% | +31.9% | +25.6% |
| YTD | +13.2% | -8.3% | +21.5% | +16.0% |
| 1Y | +1.4% | -0.7% | +2.1% | -1.1% |
| All | -28.2% | +5.5% | -33.7% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling