+361.7%
TXG vs GPC
+0.2%
+361.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | +1.8% | +0.4% | +1.4% | +1.7% |
| 30D | +32.0% | +5.1% | +26.9% | +30.7% |
| 3M | +87.0% | +41.5% | +45.5% | +69.7% |
| 6M | +180.1% | +21.8% | +158.3% | +154.8% |
| YTD | +284.1% | +14.6% | +269.6% | +245.1% |
| 1Y | +361.7% | +1.3% | +360.4% | +305.9% |
| All | +361.7% | +0.2% | +361.5% | +305.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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