-43.7%
GPN vs TXT
+14.1%
-57.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -1.3% |
| 7D | -4.3% | +2.5% | -6.8% | -5.7% |
| 30D | 0.0% | -8.9% | +8.9% | +5.1% |
| 3M | +35.8% | -13.6% | +49.4% | +46.1% |
| 6M | +22.0% | -13.1% | +35.1% | +30.3% |
| YTD | +15.2% | -7.0% | +22.2% | +17.7% |
| 1Y | +3.5% | -1.4% | +4.9% | +1.8% |
| 3Y | -26.9% | +7.0% | -33.9% | -33.4% |
| All | -43.7% | +14.1% | -57.8% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling