+1,234.9%
GPN vs PRU
+806.8%
+428.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.4% |
| 7D | -1.9% | +3.2% | -5.0% | -3.0% |
| 30D | +18.9% | +7.9% | +11.0% | +15.8% |
| 3M | +13.8% | +1.8% | +12.1% | +13.1% |
| 6M | +42.3% | +24.1% | +18.1% | +32.6% |
| YTD | +27.6% | +12.4% | +15.2% | +22.7% |
| 1Y | +30.3% | +20.9% | +9.4% | +22.4% |
| 3Y | -5.8% | +55.5% | -61.3% | -17.9% |
| 5Y | -22.6% | +42.7% | -65.3% | -30.5% |
| 10Y | +42.6% | +106.1% | -63.6% | +11.0% |
| All | +1,234.9% | +806.8% | +428.1% | +452.6% |
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