+2,520.1%
GPN vs TXT
+318.2%
+2,202.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.6% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | +3.8% | -11.1% | +14.9% | +7.7% |
| 3M | +39.2% | -13.0% | +52.2% | +45.0% |
| 6M | +17.9% | -16.2% | +34.1% | +24.1% |
| YTD | +16.4% | -8.7% | +25.1% | +19.0% |
| 1Y | +3.6% | -3.8% | +7.4% | +4.1% |
| 3Y | -26.7% | +5.5% | -32.2% | -28.7% |
| 5Y | -44.8% | +12.3% | -57.1% | -47.5% |
| 10Y | +24.1% | +97.4% | -73.3% | -4.6% |
| All | +2,520.1% | +318.2% | +2,202.0% | +1,369.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling