+25.2%
GPN vs PRU
+135.5%
-110.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -1.8% |
| 7D | -6.2% | -1.9% | -4.4% | -5.2% |
| 30D | +1.0% | -2.6% | +3.6% | +2.7% |
| 3M | +36.9% | +14.7% | +22.2% | +26.0% |
| 6M | +16.8% | +25.7% | -8.9% | +1.6% |
| YTD | +13.2% | +8.3% | +5.0% | +7.6% |
| 1Y | +1.4% | +17.3% | -15.9% | -8.2% |
| 3Y | -28.6% | +43.2% | -71.8% | -42.8% |
| 5Y | -47.0% | +43.5% | -90.5% | -57.7% |
| 10Y | +25.2% | +134.6% | -109.4% | -35.8% |
| All | +25.2% | +135.5% | -110.4% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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