+405.4%
TXG vs GPC
+6.5%
+398.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +3.2% |
| 7D | -19.3% | +4.1% | -23.4% | -19.6% |
| 30D | -30.9% | +0.1% | -31.0% | -31.0% |
| 3M | +41.1% | -3.9% | +45.0% | +41.7% |
| 6M | +211.9% | +24.4% | +187.5% | +188.0% |
| YTD | +314.0% | +5.7% | +308.3% | +280.9% |
| 1Y | +405.4% | +6.8% | +398.6% | +372.7% |
| All | +405.4% | +6.5% | +398.9% | +372.7% |
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