+38.5%
TXG vs GPC
-2.2%
+40.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.9% | +7.6% | +6.1% |
| 7D | +9.4% | +0.2% | +9.2% | +9.2% |
| 30D | +26.1% | -0.4% | +26.5% | +26.1% |
| 3M | +124.8% | +39.2% | +85.6% | +87.2% |
| 6M | +215.2% | +18.2% | +197.0% | +185.0% |
| YTD | +302.2% | +12.1% | +290.1% | +261.9% |
| 1Y | +370.9% | -0.7% | +371.6% | +353.7% |
| 3Y | +38.5% | -1.7% | +40.2% | +22.3% |
| All | +38.5% | -2.2% | +40.7% | +22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling