+25.7%
GPN vs TRGP
+863.3%
-837.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | 0.0% | +8.0% | -8.0% | -1.9% |
| 3M | +35.8% | +8.3% | +27.6% | +32.6% |
| 6M | +22.0% | +23.9% | -1.9% | +15.0% |
| YTD | +15.2% | +59.6% | -44.4% | +2.1% |
| 1Y | +3.5% | +79.4% | -75.9% | -11.2% |
| 3Y | -26.9% | +269.4% | -296.4% | -47.6% |
| 5Y | -44.2% | +641.6% | -685.9% | -65.9% |
| All | +25.7% | +863.3% | -837.6% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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