+1,287.1%
GPN vs PRU
+816.1%
+471.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +3.6% |
| 7D | +3.7% | +3.8% | -0.1% | +2.2% |
| 30D | +23.6% | +9.0% | +14.6% | +20.0% |
| 3M | +18.3% | +2.1% | +16.1% | +17.4% |
| 6M | +47.8% | +25.4% | +22.4% | +37.3% |
| YTD | +32.6% | +13.5% | +19.0% | +27.1% |
| 1Y | +36.0% | +21.3% | +14.6% | +27.6% |
| 3Y | -3.9% | +55.1% | -59.0% | -16.1% |
| 5Y | -19.4% | +43.6% | -62.9% | -27.7% |
| 10Y | +52.1% | +99.2% | -47.2% | +19.4% |
| All | +1,287.1% | +816.1% | +471.0% | +472.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling