-62.3%
TXG vs GPC
+7.2%
-69.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.9% |
| 7D | -3.7% | +0.4% | -4.0% | -3.6% |
| 30D | -22.0% | -1.8% | -20.2% | -21.7% |
| 3M | +7.4% | -6.6% | +14.0% | +10.8% |
| 6M | +191.2% | +21.3% | +169.9% | +147.9% |
| YTD | +285.7% | +4.3% | +281.4% | +251.0% |
| 1Y | +268.3% | +3.3% | +265.0% | +236.0% |
| 3Y | +77.3% | +0.8% | +76.5% | +55.6% |
| 5Y | -62.3% | +7.4% | -69.7% | -72.4% |
| All | -62.3% | +7.2% | -69.6% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling