+27.6%
TXG vs GPC
+68.7%
-41.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.2% |
| 7D | +9.1% | -0.6% | +9.8% | +9.4% |
| 30D | +14.9% | +1.3% | +13.6% | +14.1% |
| 3M | +120.0% | +37.1% | +82.9% | +86.5% |
| 6M | +221.8% | +23.2% | +198.6% | +187.9% |
| YTD | +312.6% | +13.1% | +299.5% | +277.0% |
| 1Y | +398.4% | +0.9% | +397.6% | +380.6% |
| 3Y | +42.1% | -0.8% | +42.9% | +35.0% |
| 5Y | -63.5% | +31.1% | -94.6% | -68.0% |
| All | +27.6% | +68.7% | -41.1% | -2.7% |
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 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