+18.8%
TXG vs GPC
+72.2%
-53.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.4% |
| 7D | +1.8% | +1.2% | +0.6% | +1.2% |
| 30D | +32.0% | +6.0% | +26.0% | +28.5% |
| 3M | +87.0% | +42.6% | +44.4% | +55.8% |
| 6M | +180.1% | +22.8% | +157.3% | +151.0% |
| YTD | +284.1% | +15.5% | +268.7% | +247.9% |
| 1Y | +361.7% | +2.0% | +359.6% | +343.3% |
| 3Y | +15.9% | -1.4% | +17.3% | +10.6% |
| 5Y | -66.2% | +30.6% | -96.8% | -70.5% |
| All | +18.8% | +72.2% | -53.4% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling