-12.6%
GPN vs TXT
+10.4%
-23.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.5% |
| 3M | -2.8% | -5.0% | +2.1% | -0.7% |
| 6M | +38.1% | -8.4% | +46.5% | +42.6% |
| YTD | +19.9% | -4.0% | +23.9% | +19.5% |
| 1Y | +23.4% | +2.8% | +20.6% | +18.1% |
| 3Y | -12.6% | +10.3% | -22.9% | -20.5% |
| All | -12.6% | +10.4% | -23.0% | -20.5% |
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