+17.6%
TXG vs GPC
+54.3%
-36.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -8.1% | -2.1% | -6.0% | -7.1% |
| 30D | -17.5% | -4.5% | -12.9% | -16.1% |
| 3M | +6.1% | -7.7% | +13.8% | +9.3% |
| 6M | +202.7% | +24.3% | +178.4% | +166.8% |
| YTD | +280.4% | +3.5% | +277.0% | +259.9% |
| 1Y | +274.0% | +0.7% | +273.3% | +257.8% |
| 3Y | +74.9% | 0.0% | +74.9% | +65.3% |
| 5Y | -63.0% | +5.8% | -68.9% | -65.3% |
| All | +17.6% | +54.3% | -36.7% | -7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling